Parasitic nematodes of the small-ruminant gastrointestinal tract pose a problem worldwide. The impact of these pathogens is worsened by the emergence of anthelmintic resistance to all three available classes of drugs. In addition to causing considerable economic loss, these parasites are detrimental to the health and welfare of sheep and goats. Vaccination offers an alternative approach to drug-based control and a great deal of investment has gone into the investigation of protective antigens for some of these nematode species. However, attempts at vaccination are hindered by a lack of understanding of how best to promote protective immunity to nematode species, such as Teladorsagia circumcincta, which inhabits the abomasum of sheep. This situation contrasts with that in murine models of gastrointestinal nematode infection, where the basis of protective immunity is increasingly well understood. In this review, we discuss the current knowledge of the immune effector mechanisms elicited by T. circumcincta and consider the probable role of dendritic cells in the initiation of both effector and regulatory responses in the abomasum.