Due to progressing anthelmintic resistance of gastrointestinal nematodes (GIN), supportive measures are needed to control these parasites. In sheep, it has been shown that selection towards an increased nematode resistance is feasible and that faecal egg count (FEC) is the generally acknowledged trait for selection. However, a selection based on FEC would come with certain costs, therefore auxiliary, cheaper resistance traits would be most welcome. FAMACHA©, a colour classification of the eyelid, usually used to determine the manifestation of an infection with Haemonchus contortus, could serve as such. Therefore, we collected FAMACHA©, packed cell volume (PVC) and FEC phenotypes of approx. 1150 naturally infected Lacaune ewes on 15 commercial farms in Switzerland. The Haemonchus-proportion was determined on farm level. Phenotypic correlations of FEC and FAMACHA© as well as FAMACHA© and PCV were 0.25 (SE 0.03) and −0.35 (SE 0.08), respectively, and correspond well with the results of other studies. A multi-trait animal model was applied to estimate genetic parameters with FEC, FAMACHA©, PVC and milk yield as dependent variables. The heritabilities of FEC, FAMACHA©, PCV and milk yield were estimated to be moderate with values of 0.33 (SE 0.08), 0.30 (SE 0.08), 0.36 (SE 0.08) and 0.34 (SE 0.08), respectively. The genetic correlations between FEC and FAMACHA© and between FEC and PCV were estimated to be close to zero with values of 0.03 (SE 0.22) and 0.01 (SE 0.21), respectively. The average Haemonchus-proportion compared to other GIN was found to be 43%. The FAMACHA© classification of the Lacaune ewes seems to indicate a rather high worm challenge, with 38, 14 and 2% of observations classified to scores 3, 4 and 5, respectively. However, the worm challenge according to FEC was moderate. It has been suggested that the genetic correlation between FAMACHA© and FEC is more pronounced when FEC was high. It could therefore be that the lack of genetic correlation was due to an insufficient worm challenge, even though the Lacaune were grazing at least 70 days before phenotyping. The genetic correlation between FEC and milk yield was estimated to be 0.07 (SE 0.22, slightly unfavourable). We conclude that if FEC is used as trait, the Lacaune could be selected for lower susceptibility towards nematode infection. The use of FAMACHA© as an auxiliary trait for FEC is not feasible, due to an inexistent genetic correlation between these two traits.