Trade-offs between host resistance to parasites and host growth or reproduction can occur due to allocation of limited available resources between competing demands. To predict potential trade-offs arising from genetic selection for host resistance, a better understanding of the associated nutritional costs is required. Here, we studied resistance costs by using sheep from lines divergently selected on their resistance to a common blood-feeding gastro-intestinal parasite (Haemonchus contortus). First, we assessed the effects of selection for high or low host resistance on condition traits (body weight, back fat, and muscle thickness) and infection traits (parasite fecal egg excretion and loss in blood haematocrit) at various life stages, in particular during the periparturient period when resource allocation to immunity may limit host resistance. Second, we analysed the condition-infection relationship to detect a possible trade-off, in particular during the periparturient period. We experimentally infected young females in four stages over their first 2 years of life, including twice around parturition (at 1 year and at 2 years of age). Linear mixed-model analyses revealed a large and consistent between-line difference in infection traits during growth and outside of the periparturient period, whereas this difference was strongly attenuated during the periparturient period. Despite their different responses to infection, lines had similar body condition traits. Using covariance decomposition, we then found that the phenotypic relationship between infection and condition was dominated by direct infection costs arising from parasite development within the host. Accounting for these within-individual effects, a cost of resistance on body weight was detected among ewes during their first reproduction. Although this cost and the reproductive constraint on resistance are unlikely to represent a major concern for animal breeding in nutrient-rich environments, this study provides important new insights regarding the nutritional costs of parasite resistance at different lifestages and how these may affect response to selection.