Herbal products such as essential oils may play a promising role in the treatment of infections caused by gastrointestinal nematodes (GINs). The aim of this study was to evaluate the in vitro potential of 11 essential oils (EOs) and one binary combination of isolated EO compounds, as well as the in vivo anthelmintic efficacy of two EO formulations. Four GIN genera were identified in the coproculture examination: Haemonchus, Trichostrongylus, Teladorsagia and Chabertia. The in vitro egg hatch test (EHT) was performed at six different concentrations (50, 12.5, 3.125, 0.781, 0.195 and 0.049 mg/mL) for each EO, whereas in the in vivo faecal egg count reduction test (FECRT), each EO sample was diluted in sunflower oil and orally administrated at a dose of 100 mg/kg to the different group of animals. In the EHT, the EOs of Origanum vulgare, Foeniculum vulgare, Satureja montana, Satureja hortensis and two types of Thymus vulgaris were the most effective. The dominant compounds of these EOs were carvacrol, thymol, anethol, p-cymene and γ-terpinene, indicating their importance for the anthelmintic activity. In the FECRT, both T. vulgaris EO type 1 and linalool:estragole combination show an anthelmintic potential with a mean effect on FECR of approximately 25%. The results suggest the possible role of tested EOs as anthelmintic agents in sheep farms, although further in vivo tests are needed.