Capillaria hepatica is a seriously neglected zoonotic parasite, which infects the liver of mammalian hosts, causing fibrosis or even hepatic failure. At present, the immune responses elicited by C. hepatica are not fully understood, and the role(s) of the programmed death 1 (PD-1) signaling pathway in the context of C. hepatica-induced pathology are not known. In this study, we identify that the late stage of infection with C. hepatica—especially the egg-derived antigens—modulates the host immune responses to promote alternatively activated macrophage (M2) polarization and programmed death ligand 2 (PD-L2) expression. The PD-L2-expressing alternatively activated M2 macrophages play an important role in maintaining Th2-biased regulatory immune responses, which may facilitate the survival of parasitic worms or eggs within the infected liver and reduce the liver pathology caused by the egg granulomas. Treatment with anti-PD-L2 antibody had no effect on the survival of parasitic eggs but deteriorated the pathology of egg granulomas. The obtained results suggest that PD-1/PD-L2 signaling, which is involved in alternative macrophage polarization, determines the immune response pattern and the immunopathology, consequently determining the outcome of the parasitic infection.