In sheep, the traditional chemical control of gastrointestinal nematode (GIN) parasites with anthelmintics has led to the widespread development of anthelmintic resistance. The selection of sheep with enhanced resistance to GIN parasites has been suggested as an alternative strategy to develop sustainable control of parasite infections. Most of the estimations of the genetic parameters for sheep resistance to GIN parasites have been obtained from young animals belonging to meat- and/or wool-specialised breeds. We present here the estimated genetic parameters for four parasite resistance traits studied in a commercial population of adult Spanish Churra dairy ewes. These involved two faecal egg counts (FECs) (LFEC0 and LFEC1) and two serum indicator traits, the anti-Teladorsagia circumcincta fourth stage larvae IgA (IgA) and the pepsinogen (Peps) levels. In addition, this study has allowed us to identify the environmental factors influencing parasite resistance in naturally infected Spanish Churra sheep and to quantify the genetic component of this complex phenotype. The heritabilities estimated for the two FECs analysed (0.12 for LFEC0 and 0.09 for LFEC1) were lower than those obtained for the examined serum indicators (0.19 for IgA and 0.21 for Peps). The genetic correlations between the traits ranged from 0.43 (Peps-IgA) to 0.82 (LFEC0-LFEC1) and were higher than their phenotypic counterparts, which ranged between 0.07 and 0.10. The heritabilities estimated for the studied traits were lower than previously reported in lambs. This may be due to the differences in the immune mechanisms controlling the infection in young (antibody reactions) and adult (hypersensitivity reactions) animals/sheep. In summary, this study demonstrates the presence of heritable variation in parasite resistance indicator traits in the Churra population studied, which suggests that genetic improvement is feasible for this complex trait in this population. However, further studies in which the experimental variables are controlled as much as possible are needed to identify the best trait that could be measured routinely in adult sheep as an indicator of parasite resistance.