There are three attack vectors remaining.
Your host system gets infected by malware infecting the XP system. It's theoretically possible, but nothing I've ever heard of.
More serious is an attack via a connected USB device. If you use USB devices on your virtual machine, make sure to disable autorun features.
The remaining attack could come from infected software/files you introduce yourself to the XP system. If you are in doubt about the source of the file, use VirusTotal to scan it thoroughly.