The outermost bodies of planetary systems embedded in a planetesimal disk migrate much faster than the other planets. The outward migration of such bodies is self-sustained by supplying fresh planetesimals up to the edge of the disk. We study the dynamics of gravitational interactions between an outer planet and massive planetesimals during this process. The investigation is based on using our N-body symplectic integrator. It is shown that the efficiency of the resonant capture of planetesimals during outward planetary migration depends on many parameters of the model. As a result of planetary migration, planetesimals can be transferred to a region located far from the planet without any resonant trapping. The reversion of the planetary migration is an important element of the process studied. We show that the migration of an Earth-mass planet in the trans-Neptunian planetesimal disk well reproduces the main orbital features of the “cold” Kuiper belt population.