Kilgour became head coach of the Washington Power for the 2001 season. He led the Power to the playoffs in each of his two seasons as coach before returning to Buffalo as their head coach after the 2002 season. The Bandits posted a 12-4 record in 2003, and Kilgour was awarded the NLL Coach of the Year Award. The next year, after a mediocre 8-8 regular season, the Bandits caught fire in the postseason, making it to the Championship game for the first time since 1997, but lost the championship game to the Calgary Roughnecks losing 14-11. In 2005 the Bandits would again make it to the Champion's Cup final, this time falling short against Colorado Mammoth 16-9. Following the 2012 season, Kilgour was fired from his post as general manager of the Bandits, but continued to hold the position of head coach. A season later on June 10, 2013, the Bandits Director of Lacrosse Operations, Scott Loffler, informed Kilgour that he would not be retained as coach for the 2014 season. Kilgour has more wins than any other coach in NLL history, surpassing Les Bartley's 93 wins on March 12, 2010 with the Buffalo Bandits defeating the Toronto Rock 11-10 in overtime at Toronto's Air Canada Centre. Shortly after leaving the Buffalo Bandits Kilgour was hired as head coach of the Seneca WarChiefs, a Junior B box lacrosse team who compete in the First Nations Junior B Lacrosse League.
Player statistics
Arrests
Kilgour was arrested on May 9, 2011 for drunk driving after the police found his car in a ditch in the Town of Lewiston. There were additional charges of unsafe backing, unlicensed operation of a motor vehicle, and refusal to take a breath test. In 2013, Kilgour got his second DWI arrest in Lewiston after being pulled over at 3:00 AM. He was also charged with speeding and operating a vehicle without insurance or a registration. Then, in 2014 he was arrested for second degree harassment, menacing and endangering a child after dropping his son of at his estranged wife’s house drunk. Once he reached the house, he reportedly approached the house with a hammer and shoved his estranged wife to the ground and harassed her boyfriend.
Car accident
On September 2, 2018, Kilgour was the victim of a hit and run where he broke both tibias, his femur and dislocated a knee. He had to have a metal rod inserted into his femur. The man who ran him over accepted a plea deal for first-degree reckless endangerment and had a blood alcohol content of 0.18 at the time of the accident.