Infections with gastrointestinal nematodes (GINs) reduce the economic efficiency of sheep operations and compromise animal welfare. Understanding the host's response to GIN infection can help producers identify animals that are naturally resistant to infection. The objective of this study was to characterize the hepatic transcriptome of sheep that had been naturally exposed to GIN parasites. The hepatic transcriptome was studied using RNA-Sequencing technology in animals characterized as high (n = 5) or medium (n = 6) based on their innate immune acute-phase (AP) response phenotype compared with uninfected controls (n = 4), and with biased antibody-mediated (AbMR, n = 5) or cell-mediated (CMR, n = 5) adaptive immune responsiveness compared to uninfected controls (n = 3). Following the assessment of sheep selected for innate responses, 0, 136, and 167 genes were differentially expressed (DE) between high- and medium-responding animals, high-responding and uninfected control animals, and medium-responding and uninfected control animals, respectively (false discovery rate (FDR) < 0.05, and fold change |FC| > 2). When adaptive immune responses were assessed, 0, 53, and 57 genes were DE between antibody- and cell-biased animals, antibody-biased and uninfected control animals, and cell-biased and uninfected control animals, respectively (FDR < 0.05, |FC| > 2). Functional analyses identified enriched gene ontology (GO) terms and metabolic pathways related to the innate immune response and energy metabolism. Six functional candidate genes were identified for further functional and validation studies to better understand the underlying biological mechanisms of host responses to GINs. These, in turn, can potentially help improve decision making and management practices to increase the overall host immune response to GIN infection.