Haemonchosis is a fatal disease of livestock caused by Haemonchus contortus (HC) – a blood-sucking parasite of the abomasum. This parasite is quite prevalent in sheep, causing mortality and production losses. The suppressor of cytokine signalling-2 (SOCS2) gene plays a vital role in sheep’s immune response against gastrointestinal parasites. This study aimed to estimate the parasitic load of HC in three sheep breeds (Balkhi, Ghalji, and Michni) through faecal egg count and to identify SNPs in the SOCS2 gene associated with the susceptibility of sheep against HC. The results showed that the mean number of HC eggs per gram (EPG) was higher in the faecal samples of Ghalji (4022 ± 1162 EPG), followed by Michni (1988 ± 367 EPG), while the HC EPG was the lowest in Balkhi sheep (1535 ± 552 eggs/gm). Sequencing results showed polymorphisms in the SOCS2 gene between the low-infection and high-infection categories of the three sheep breeds. A total number of six genic variants were observed, of which three were SNPs, one was insertion, and two were deletions. Polymorphisms were observed in the intronic and 3′ UTR regions of the SOCS2 gene. A deletion (c.1083delGCA) in intron 1 and an insertion (c.3304insT) in intron 2 showed positive correlations (0.833 and 0.889, respectively) with the HC infection, while one SNP in the 3′ UTR region showed negative correlation (–0.654). This study provides a basis for selecting resistant sheep against HC infection based on the SOCS2 gene molecular markers.