Transfer learning utilizes data or knowledge in one problem to help solve a related problem. It is particularly useful in electroencephalogram (EEG) based motor imagery (MI) classification, to handle high intra-subject and/or cross-subject variations. This paper considers offline unsupervised cross-subject MI classification, i.e., we have labeled EEG trials from several source subjects, but only unlabeled EEG trials from the target subject. Existing transfer learning approaches usually make use of the source domain data directly in target model learning. To protect the privacy of the source subjects, we propose lightweight source-free transfer (LSFT), which first generates source models locally and encapsulates them as model application programming interfaces (APIs), then constructs a virtual intermediate domain to transfer the knowledge in the source domains to the target domain, and finally performs feature adaptation learning. Compared with existing deep transfer learning approaches, LSFT does not need to transfer from massive source data or models, is computationally efficient, and has a small number of parameters. Experiments on four benchmark MI datasets demonstrated that LSFT outperformed 13 different approaches, including several state-of-the-art transfer learning approaches that make use of the source domain samples or model parameters directly.