This paper proposes an assembled X-shaped flexural steel damper. Welding is waived for the novel damper. As the kernel element of the damper, the X-shaped flexural steel plates have the advantages of ease of installation and replacement if necessary. In the analytical part, the effective height of the flexural steel plate was suggested, and then, the yield displacement, yield load and initial stiffness of the damper were derived. The proof-of-concept cyclic loading test was conducted using one reduced-scale specimen within a four-bar linkage experimental setup. The hysteretic performance indexes, including strength, stiffness and energy dissipation, were quantified. The high-fidelity finite element (FE) models were established by ABAQUS. The parametric study was further conducted based on the verified FE model. The considered parameters were the height and thickness of the steel plates. The testing results indicate that the proposed damper has plump hysteretic curve with good energy dissipation capacity and excellent ductility, although slight slip behavior can be found due to the gap caused by the assembling process. The results obtained from analytical method and numerical model are in good agreement with the experimental data. The results of parametric analysis show that the numerical results well agree with analytical predictions, indicating the numerical model can reflect the mechanical behavior of AXSFD. A benchmark frame building was selected to demonstrate the seismic control efficacy of the damper. The nonlinear time history analysis results indicate that the damper reduced both peak and residual interstory drift ratios for the protected structure.