Better insight into the genetics of the ovine host response to gastrointestinal nematode parasites will enable improvement in integrated management strategies. Little is known about long noncoding RNA (lncRNA) function in the host response to nematodes infection. Samples from sheep naturally exposed to Haemonchus contortus, Teladorsagia circumcincta and Trichostrongylus gastrointestinal nematodes with High (n = 5) and Moderate (n = 5) cortisol responses, and non-exposed Controls (n = 4) were used to characterize lncRNA changes in liver using RNA-Seq. Samples were aligned to the sheep reference genome (Oar_v.3.1) using STAR software. Cufflinks and Stringtie software were used to construct 2 novel transcript models. FEELnc was used to identify lncRNAs in both approaches obtaining 3,688 and 4,854 lncRNAs with Cufflinks and Stringtie, respectively. The sensitivity and specificity for the lncRNA detection were 0.92. The coding potential threshold used to determine if a transcript was characterized as mRNA or lncRNA was 0.42. Among them, 3,307 lncRNAs were shared between the 2 transcript sets. When lncRNA models from the 2 assembly approaches and those shared among methodologies were compared with known sheep lncRNAs, those detected by both assemblers had the highest sensitivity (0.89) and precision (0.54) at the locus level. Common lncRNAs were used for further differential expression (DE) analyses between Control sheep and High and Moderate stress responders. The estimation of reads per lncRNA and DE analyses were performed using RSEM and DESeq2 software. A total of one, 16 and 23 DE lncRNAs were identified between High vs. Moderate, High vs. Control and Moderate vs. Control groups, respectively. Functional analyses performed using the list of genes located in close proximity (0.01–1 Mb window) to the lncRNAs suggested that regulation of steroid metabolism or oxidoreductase activity may influence the different responses to parasites in High and Moderate stress responder sheep. These results indicate that lncRNAs may be used as potential targets or indicators to control for gastrointestinal nematode parasites in sheep.