Source-Free Unsupervised Open-Set Domain Adaptation (SF-OSDA) methods using CLIP face significant issues: (1) while heavily dependent on domain-specific threshold selection, existing methods employ simple fixed thresholds, underutilizing CLIP's zero-shot potential in SF-OSDA scenarios; and (2) overlook intrinsic class tendencies while employing complex training to enforce feature separation, incurring deployment costs and feature shifts that compromise CLIP's generalization ability. To address these issues, we propose CLIPXpert, a novel SF-OSDA approach that integrates two key components: an adaptive thresholding strategy and an unknown class feature filtering module. Specifically, the Box-Cox GMM-Based Adaptive Thresholding (BGAT) module dynamically determines the optimal threshold by estimating sample score distributions, balancing known class recognition and unknown class sample detection. Additionally, the Singular Value Decomposition (SVD)-Based Unknown-Class Feature Filtering (SUFF) module reduces the tendency of unknown class samples towards known classes, improving the separation between known and unknown classes. Experiments show that our source-free and training-free method outperforms state-of-the-art trained approach UOTA by 1.92% on the DomainNet dataset, achieves SOTA-comparable performance on datasets such as Office-Home, and surpasses other SF-OSDA methods. This not only validates the effectiveness of our proposed method but also highlights CLIP's strong zero-shot potential for SF-OSDA tasks.