Grazing systems have great potential to promote animal welfare by allowing animals to express natural behaviours, but they also present risks to the animals. Diseases caused by gastrointestinal nematodes are some of the most important causes of poor ruminant health and welfare in grazing systems and cause important economic losses. Reduced growth, health, reproduction and fitness, and negative affective states that indicate suffering are some of the negative effects on welfare in animals infected by gastrointestinal nematode parasitism. Conventional forms of control are based on anthelmintics, but their growing inefficiency due to resistance to many drugs, their potential for contamination of soil and products, and negative public opinion indicate an urgency to seek alternatives. We can learn to deal with these challenges by observing biological aspects of the parasite and the host’s behaviour to develop managements that have a multidimensional view that vary in time and space. Improving animal welfare in the context of the parasitic challenge in grazing systems should be seen as a priority to ensure the sustainability of livestock production. Among the measures to control gastrointestinal nematodes and increase animal welfare in grazing systems are the management and decontamination of pastures, offering multispecies pastures, and grazing strategies such as co-grazing with other species that have different grazing behaviours, rotational grazing with short grazing periods, and improved nutrition. Genetic selection to improve herd or flock parasite resistance to gastrointestinal nematode infection may also be incorporated into a holistic control plan, aiming at a substantial reduction in the use of anthelmintics and endectocides to make grazing systems more sustainable.