This study assessed the immunoprotective effect in lambs of a native excreted/secreted 15-kDa protein and two synthesised S28 peptides derived from the infective transitory larvae (xL3) and adult stages (AS) of Haemonchus contortus. Twenty-two Pelibuey lambs were divided into negative and positive control groups, as well as immunised lamb groups, with 100 µg of the 15-kDa native protein (15kDaNP) and S28 peptides (S28P). The eggs per gram (EPG) and haematocrit were measured, and AS were counted and morphologically measured. To assess the immunoprotection in lambs, indirect enzyme-linked immunosorbent assays and relative expression analyses of immune cytokines were performed using serum and abomasal samples. Our results showed a 72.28% reduction in adult worms (AW) in the 15kDaNP-immunised group, achieving a high clinical response with 41% haematocrit and low EPG values (436 ± 661). Conversely, the S28P group achieved the highest IgG levels (2.125 ± 0.880 OD), with AW exhibiting the greatest body length (p > 0.05) and upregulation of the IL5 and FCεR1A genes associated with nematode control. The 15kDaNP group showed increased expression of genes related to nematode control and anti-inflammatory responses, including IL4, IL5, IL6, and IL13 (p < 0.05). The S28P and 15kDaNP should be explored as potential vaccines against sheep haemonchosis.