Nematode infections are subject to density-dependent effects on their establishment, survivorship and fecundity within a host. These effects act to regulate and stabilize the size of nematode populations. Understanding how these density-dependent effects occur is important to guide the development of control strategies against parasitic nematodes and the diseases that they cause. These density-dependent effects have been hypothesized to result from intraspecific competition between parasites for limited resources or from the action of host immune responses. However, no specific evidence exists to distinguish between these two hypotheses. We find that in nematode (Strongyloides ratti) infections, density-dependent effects on parasite establishment, survivorship and fecundity are mediated by the host immune response. These density-dependent effects are only observed late in primary infections and no density-dependent effects are observed in infections in immuno-compromised animals. We find no evidence for intraspecific competition between parasites in experimental infections over a range of doses that encompasses all that is observed in natural infections. We conclude that density-dependent effects due to the immune response will act to regulate S. ratti infections before competition for space or nutrients within the host gut ever occurs.