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Parasitic helminths present one of the most pervasive challenges to grazing herbivores. Many macro-parasite transmission models focus on host physiological defence strategies, omitting more complex interactions between hosts and their environments. This work represents the first model that integrates both the behavioural and physiological elements of gastro-intestinal nematode transmission dynamics in a managed grazing system. A spatially explicit, individual-based, stochastic model is developed, that incorporates both the hosts' immunological responses to parasitism, and key grazing behaviours including faecal avoidance. The results demonstrate that grazing behaviour affects both the timing and intensity of parasite outbreaks, through generating spatial heterogeneity in parasite risk and nutritional resources, and changing the timing of exposure to the parasites' free-living stages. The influence of grazing behaviour varies with the host-parasite combination, dependent on the development times of different parasite species and variations in host immune response. Our outputs include the counterintuitive finding that under certain conditions perceived parasite avoidance behaviours (faecal avoidance) can increase parasite risk, for certain host-parasite combinations. Through incorporating the two-way interaction between infection dynamics and grazing behaviour, the potential benefits of parasite-induced anorexia are also demonstrated. Hosts with phenotypic plasticity in grazing behaviour, that make grazing decisions dependent on current parasite burden, can reduce infection with minimal loss of intake over the grazing season. This paper explores how both host behaviours and immunity influence macro-parasite transmission in a spatially and temporally heterogeneous environment. The magnitude and timing of parasite outbreaks is influenced by host immunity and behaviour, and the interactions between them; the incorporation of both regulatory processes is required to fully understand transmission dynamics. Understanding of both physiological and behavioural defence strategies will aid the development of novel approaches for control.