Gastrointestinal nematode parasites in farmed animals are of particular importance due to their effects on production. In Australia, it is estimated that the direct and indirect effects of parasite infestation cost the animal production industries hundreds of millions of dollars each year. The main factors considered by immunologists when studying gastrointestinal nematode infections are the effects the host's response has on the parasite, which immunological components are responsible for these effects, genetic factors involved in controlling immunological responses, and the interactions between these forming an interconnecting multilevel relationship. In this paper, we describe the roles of immunoglobulins, in particular IgA and IgE, and the major histocompatibility complex in resistance to gastrointestinal parasites in sheep. We also draw evidence from other animal models to support the involvement of these immune components. Finally, we examine how IgA and IgE exert their influence and how methods may be developed to manage susceptible animals.