Haemonchus contortus is a parasitic gastrointestinal nematode, and its excretory and secretory products (HcESPs) interact extensively with the host cells. In this study, we report the interaction of proteins from HcESPs at different developmental stages to goat peripheral blood mononuclear cells (PBMCs) in vivo using liquid chromatography-tandem mass spectrometry. A total of 407 HcESPs that interacted with goat PBMCs at different time points were identified from a H. contortus protein database using SEQUEST searches. The L4 and L5 stages of H. contortus represented a higher proportion of the identified proteins compared with the early and late adult stages. Both stage-specific interacting proteins and proteins that were common to multiple stages were identified. Forty-seven interacting proteins were shared among all stages. The gene ontology (GO) distributions of the identified goat PBMC-interacting proteins were nearly identical among all developmental stages, with high representation of binding and catalytic activity. Cellular, metabolic and single-organism processes were also annotated as major biological processes, but interestingly, more proteins were annotated as localization processes at the L5 stage than at the L4 and adult stages. Based on the clustering of homologous proteins, we improved the functional annotations of un-annotated proteins identified at different developmental stages. Some unnamed H. contortus ATP-binding cassette proteins, including ADP-ribosylation factor and P-glycoprotein-9, were identified by STRING protein clustering analysis.