The objective of this study was to evaluate the reduction in nematode faecal egg count (FEC) in Pelibuey lambs segregated as resistant (RES), susceptible (SUS) and intermediate (INT) to gastrointestinal nematodes. Twenty-nine weaned Pelibuey lambs, aged five months old, free of nematode infection, were used. Nine lambs were RES, six were SUS and 14 were INT lambs. The study consisted of two phases: in Phase 1 the lambs were infected experimentally with Haemonchus contortus. In Phase 2, the lambs were naturally infected by grazing. Faecal and blood samples were taken every week. The packed cell volume and total protein were quantified. The FEC value (FECmax) per lamb was recorded together with a natural reduction in FEC in the two phases. The data were analysed with a model of measures repeated over time. During Phase 1, the RES lambs showed the lowest FEC (1061 ± 1053) compared to the other groups (INT: 2385 ± 1794 eggs per gram of faeces (EPG); and SUS: 3958 ± 3037 EPG). However, in Phase 2 no significant differences (p > 0.05) were observed between the groups of lambs (RES: 275 ± 498 EPG; SUS: 504 ± 1036 EPG; and INT: 603 ± 1061 EPG). At the end of Phase 1, the FEC of RES lambs was naturally reduced by 75.5% in respect to FECmax (p < 0.05), and at the end of Phase 2 the reduction in FEC was 90% in respect to FECmax (p > 0.05); the same behaviour was observed in RES and SUS lambs. It is concluded that the artificial infection in the lambs induced a more rapid immune response in RES than SUS lambs, and all lambs developed high acquired resistance by continuous infection.