Infection by gastrointestinal nematodes (GIN), particularly Haemonchus contortus, can be detrimental to sheep health and performance. Genetic susceptibility to GIN varies between breeds, with those lacking high levels of natural resistance often requiring frequent anthelmintic treatment when facing parasitic challenge. Genetic technology can serve as a tool to decrease GIN susceptibility via selection for sheep with reduced fecal egg count (FEC) estimated breeding values (EBVs). However, the physiological changes that result from implementation of this strategy are not well described. Additionally, there is a need for comparison of animals from recent selective breeding against breeds with inherent GIN resistance. In this study we administered a challenge of H. contortus to Dorper x White Dorper (DWD; n = 92) lambs that have been genetically selected for either low (DWD-) or high (DWD+) FEC EBVs and Barbados Blackbelly x Mouflon (BBM; n = 19) lambs from a genetically resistant breed backgrounds. Lamb FEC, packed-cell volume (PCV) and serum IgG were measured at intermittent levels over 5 weeks. At day 21 and day 35, the selectively bred DWD- had a lower mean FEC compared to DWD+, but were higher than BBM. Reductions in both PCV and serum IgG from initial day 0 levels were observed in DWD lambs, but not in BBM. Furthermore, from a subset of lambs (n = 24) harvested at day 21, DWD- only tended (p = 0.056) to have lower mean worm counts than DWD+, with BBM having the lowest mean worm count. Differentially expressed genes (DEGs) identified via RNA-sequencing of abomasal tissue at day 21 indicate a more pronounced Th2 immune response and more rapid worm expulsion occurred in iBBM than iDWD- and iDWD+ lambs. However, gene expression in DWD- suggests an association between reduced FEC EBV and gastric acid secretion and the ability to limit worm fecundity. Ultimately, selection of Dorper sheep for low FEC EBV can reduce susceptibility to GIN, but it will likely require multiple generations with this trait as a breeding priority before presenting a similar resistance level to Caribbean breeds.