Effective anthelmintics are valuable tools for biologists conducting manipulative field experiments to examine effects of parasites on wildlife. However, before such experiments are carried out the efficacy of these drugs must be determined. We conducted three field experiments (May 2010–September 2011) on free-ranging eastern grey kangaroos (Macropus giganteus) at a golf course in Victoria, Australia, treating animals with the anthelmintic drugs moxidectin (subcutaneous, 1 mg/kg, 2 mg/kg), ivermectin (subcutaneous, 200 µg/kg), and albendazole (oral, 3.8 mg/kg). After treatment we monitored strongylid fecal egg counts (FECs) over time and assessed anthelmintic efficacy using fecal egg count reduction tests (FECRTs). We also performed a larval development assay (LDA) to evaluate directly the efficacy in the nematode population. Unexpectedly, moxidectin and ivermectin had low efficacy with maximum FEC reductions of 82% and 28%, respectively. However, treatment with albendazole reduced FECs by 100% in all kangaroos and egg counts remained low for up to 3 mo. The results from the LDA supported the FECRTs, with low macrocyclic lactone efficacy and high albendazole efficacy. Macrocyclic lactones, at recommended dose rates, were much less effective against strongylid nematodes in kangaroos than has been reported for domestic herbivores. This may be partly due to pharmacokinetics in the host and partly due to low susceptibility in some of the nematodes infecting eastern grey kangaroos.