Following stimulation of the immune system, tissue trauma, or exposure to some stressors, there can be activation of the acute phase response (APR). This is a primitive defence reaction that helps protect the host against noxious insults. Part of the response involvess a change in priorities for nutrient utilisation, when the pro-inflammatory cytokines IL-1α/β, TNFα, IL-6 and IFNα/β override the normal hypothalamic-somatotropic control of nutrient utilisation. The pro-inflammatory cytokines reduce protein synthesis and increase protein catabolism in muscle, induce synthesis of acute phase proteins in liver, and decrease de novo fatty acid synthesis and increase lipolysis in adipose tissue. In the central nervous system there is induction of fever, which increases metabolic rate, and induction of sickness behaviour. There are few reports in the literature of studies on the APR during gastrointestinal nematode (GIN) infection in sheep. However, IL-6 message is present in mucosa during Trichostrongylus colubriformis infection and mast cells in many species contain preformed TNFα. The changes in appetite, growth and nitrogen metabolism seen during GIN parasitism in sheep are in accord with the systemic effects of the APR. This review reports studies on activation of the APR in mastitis and fly strike, and the effects of APR on wool growth in high and low tensile strength genotypes and during Haemonchus contortus infection. The modified capacity of tissues to take up amino acids during pro-inflammatory cytokine perturbation of nutrient utilisation may limit the capacity for dietary supplementation to remedy the cost of host defence. Genetic variation may occur in production of pro-inflammatory cytokines or in tissue sensitivity to pro-inflammatory cytokines during GIN infection and may provide a basis for selection for resilience. Some questions for future research are identified.