After spending four seasons with the Bucks, he was traded along with Ervin Johnson to the Minnesota Timberwolves in exchange for Joe Smith and Anthony Peeler following the 2003 NBA draft. Cassell enjoyed his most successful season as an individual that year. He posted 19.8 points on 49% shooting, 7.3 assists and 1.3 steals in 35 minutes per game on the year. He was named to the All-NBA Second Team and voted into the 2004 NBA All-Star Game. Cassell, Latrell Sprewell and Kevin Garnett formed what was widely considered the best trio in the NBA that season, vaulting past Western Conference powerhouses the Sacramento Kings, Dallas Mavericks, San Antonio Spurs and Los Angeles Lakers for the number one seed in the Western Conference, with a franchise-best 58–24 record.