This study investigated the role of cattle immune responses in the pathogenesis of buffalo fly (Haematobia irritans exigua) (BF) lesions. Brangus steers phenotyped for lesion development were divided into three groups: high lesion susceptibility (HL), low lesion susceptibility (LL) and no lesions (NL), based on lesion severity scores. Each steer was injected intradermally with different concentrations of BF, Onchocerca gibsoni (Og), and Musca domestica (Md) antigens. At 1 h post-injection, wheal areas at BF injection sites were found to be significantly larger in HL than NL cattle, but there were no significant differences (p < 0.05) found between either the HL or NL cattle and LL cattle. At 24, 48, and 72 h post-injection, the skinfold thickness response to both BF and Md antigens was significantly greater in the HL group than the NL group. However, skin thickness was significantly greater for the BF antigens than the Md antigens (p < 0.05). There were no significant differences found between the LL and NL animals in response to the BF antigens at any time, and no significant differences were determined between any of the lesion groups in response to the Og antigens. Histological examination of skin sections taken from the BF antigen injection sites in HL cattle at 72 h post-injection revealed necrosis of the epidermis and superficial dermis, along with severe eosinophilic inflammation. This study suggests that differences in the hypersensitivity to BF antigens underlie differences amongst the cattle in their susceptibility to the development of BF lesions, and breeding for immune-related biomarkers may assist in selecting more BF lesion-resistant cattle.