The identification of genes involved in a host’s response to parasite infection provides both a means for understanding the pathways involved in immune defence and a target for examining host–parasite co-evolution. Most studies rely on a candidate gene approach derived from model systems to identify gene targets of interest, and there have been a dearth of studies geared towards providing a holistic overview of immune response from natural populations. We carried out an experiment in a natural population of red grouse (Lagopus lagopus scoticus) to manipulate levels of Trichostrongylus tenuis parasite infection. The transcriptomic response of individuals was examined from standard cDNA and suppressive subtractive hybridization (SSH) libraries produced from gut, liver and spleen, enriching for genes expressed in response to T. tenuis infection. A total of 2209 and 3716 unique transcript sequences were identified from the cDNA and SSH libraries, respectively. Forty-five of these had Gene Ontology annotation associated with immune response. Some of these genes have previously been reported from laboratory-based studies of model species as important in immune response to gastrointestinal parasite infection; however, multiple novel genes were also identified. These may reveal novel pathways involved in the host response of grouse to T. tenuis and provide a resource that can be utilized as candidate genes in other species.