The aim of this study, performed on 62 adult dry cashmere goats grazing upland perennial ryegrass–white clover pastures and naturally infected with gastrointestinal nematodes, was to investigate the effects of stocking rate (SR: 24 vs. 38 goats · ha⁻¹) and tannin-containing heather supplementation (H: Calluna vulgaris [L.] Hull, Erica spp.) vs. nonsupplementation on parasite burden, fecal egg counts (FEC), and live weight (LW) changes. Goats were randomly assigned to four treatments in a 2 × 2 factorial arrangement and grazed continuously from May to October. Six goats per treatment were slaughtered at the end of the grazing period, and adult worms in the abomasum and small and large intestines of each animal were recovered, counted, and identified. FEC was affected by SR (P < 0.01) but not by H. However, the SR × H interaction was significant (P < 0.05). FEC increased (P < 0.001) along the grazing season in all treatments, and the SR × time interaction was significant (P < 0.001). In general, mean total worm counts in abomasum and small intestine tended to be higher under high SR, although the differences were only significant (P < 0.01) in Trichostrongylus spp. counts. In goats managed under the high SR, the mean of total Teladorsagia circumcincta counts was lower (P < 0.01) in supplemented animals, but no differences were recorded for Trichostrongylus spp., Chabertia ovina, Oesophagostomum columbianum, and Trichuris ovis. The goats gained more LW (P < 0.001) under low SR and when they were heather-supplemented. No significant SR × H interaction was found for LW change. In conclusion, high stocking rate increases the infectivity risk of pasture and the supplementation of grazing goats with heather contributing to improve animals' performance. Notwithstanding, the effect of heather availability on nematode FEC reduction could be highly dependent on the climatic conditions.