This work is concerned with the bumpless transfer control issue for switched positive delayed systems on finite horizons. A bumpless transfer input scheme and a state‐dependent limited frequency switching scheme, induced by the transient control input discontinuities during controller switching and by the frequent switching for multiple subsystems, respectively, are jointly introduced. The main advantages of the presented schemes are that the amplitude of the control input discontinuities and the frequent switches are all reduced by the dual design of bumpless transfer controllers for subsystems and a state‐dependent limited frequency switching scheme. By utilizing the multiple linear copositive Lyapunov functionals, sufficient conditions are also offered so as to achieve the desirable closed‐loop performances, including positivity, finite‐time boundedness, bumpless transfer property and a prescribed ‐gain property. Finally, a practical example is borrowed which validates the proposed schemes.