The Collier Labor Government was defeated by a narrow margin in the general election of April 1930 and James Mitchell, Leader of the United Australia Party, became Premier of Western Australia.
In Australian history, said the Minister for Public Works, .. it has seldom happened that a Government has been returned after six years in office, but I think we would have achieved that distinction, had it not been for two factors - the existing Depression and the new Commonwealth tariff.The Mitchell Government’s term from 1930 to 1933 was turbulent. With the country in the harsh grip of the Depression, the government’s attempted solutions to the State’s problems failed and unemployment 'soared from 15 per cent just before the change of government to 25 per cent by the end of 1930, peaking at above 30 per cent in 1932’. 
Alex McCallum continued his constituency work as Member of the Legislative Assembly (MLA) for South Fremantle and also served as Deputy Leader to the Party in Opposition, having defeated John Willcock in the ballot for the post.
In 1932 McCallum was strongly criticized for abandoning his union constituents by voting for bulk-handling of wheat at a time of low employment. But he was so concerned about unemployment and monopolies that he called for and sat on a select committee of investigation in which he was the sole dissenter. 
In the desperate economic situation of these years, some within the Labor movement supported the idea of the State seceding from the Commonwealth, but Alex McCallum and the State Executive opposed the notion.
Perhaps McCallum found more time in these years free of ministerial duties to spend with his family and to indulge in his hobby of bird breeding:
Chinese golden pheasants, budgerigars, Japanese manikins and finches of all descriptions combine to make a colorful and picturesque display in the aviaries of Mr Alex McCallum, MLA, at his home in South Fremantle.
He many also have had more time to enjoy the farm life at his property Koorjarlee at Muntadgin where he continued to breed Clydesdale horses:
A consignment of stud stock from Victoria arrived at Fremantle yesterday on the Westralia. Two Clydesdale mares were imported by Mr A McCallum, MLA, who purchased them from Mr W Pizer, a well-known identity in the Victorian horse trade. The mares are aged four and five years, respectively. Mr McCallum will send them to his property at Muntadgin.
Alex McCallum always enjoyed listening to and telling good stories and the characters who worked on the Muntadgin farm featured in one lively tale his son Don recalls him relating. The story provides a glimpse of 'Alick’s’ humour.
The story revolves around two well known figures of the time. Stanley Melbourne Bruce, Australia’s youngest Prime Minister (aged 39) from 1923 to 1929 who was said to be 'more English than the English' and Lord Stonehaven, Governor General from 1925 to 1931. People who know the Australian out back are well aware of that great phenomenon - the compulsive drinker. He can go for a year without a drink and then suddenly break out and spend everything he possesses on one magnificent splurge. He then goes back to work again for another 12 months, builds up a good credit and draws his money only to spend it all in a matter of weeks on drinking booze with complete strangers, people he has never met in his life before. Strangely enough they all say at the end of it, 'Ah, but it was worth it’.A less pleasant aspect of life in this period for McCallum was his involvement in a drawn out legal dispute concerned with the sale of his property at Pinjarra and the subsequent default by the buyer.  During this dispute, as indeed throughout their marriage, McCallum's wife Bessie was a constant support to him. There seems little doubt that Bessie was conservative but she was also a strong and determined woman. She had to cope with her husband’s busy career, his many illnesses, extensive travel and a life in the public gaze. She was a naturally shy woman (some have also described her as dour) and she would not have enjoyed being in constant demand for public appearances. 
Top: Alex McCallum in a relaxed mood, 1930s
Middle: The back yard of the McCallum home in Wray Ave, Fremantle, showing the avaries.
Bottom: One of McCallum's draught horses on the farm at Koojarlee