AJ Styles is the only non-WWE person in TNA history to hold the TNA World Heavyweight Championship more than once.

What

I dunno if I'm right, but didn't Bobby Roode hold the title more than once?

Roode only held it once. However, Sting held it four times, and does he really count as a WWE guy? I know he was in WCW and they bought WCW, but he never actually appeared on a show under the WWF/WWE name, as far as I'm aware.

^
That.

But the way you say that Ian makes it sound really bad. They've put the belt on many non-WWE guys xD

Abyss, Sting, Joe, Styles, Storm, Roode, Aries, Sabin, Magnus, Ray. You could also count guys like Raven, Rhino and also Bully Ray, because they changed Ray into something that was a really good character and not just a tag team one.