Our study analyzed the parasitological status, antibody responses, and antioxidant parameters of lambs experimentally infected with a gastrointestinal nematode during the consumption of sainfoin pellets (SFPs) for 14 d. Twenty-four lambs infected with Haemonchus contortus were separated into two groups: untreated animals (control) and animals treated with SFPs (600 g dry matter/d). SFP treatment began on day (D) 30 post-infection. The number of eggs per gram (EPG) of feces was quantified on D18, D23, D26, D30, D33, D37, D40, and D44. The mean reductions in EPG on D40 and D44 were 33.6 and 36.7%, respectively. The number of abomasal worms was lower for the SFP than the control group (p < 0.05). SFP treatment did not significantly affect either the total or the local antibody response (p > 0.05). The blood activity of glutathione peroxidase was affected by the treatment (p < 0.022). Adult worms were selected for scanning electron microscopy after necropsy, but surface structures of adult H. contortus females did not differ between the groups. The treatment of lambs with SFPs directly affected the dynamics of infection, probably indirectly by mobilizing the antioxidant defensive system and antibody response thus improving animal resistance.