Investigation of endo-macroparasite infections in living animals relies mostly on indirect methods aimed to detect parasite eggs in hosts' faeces. However, faecal flotation does not provide quantitative information on parasite loads, whereas faecal egg count (FEC) techniques may not give reliable estimates of parasite intensity, since egg production may be affected by density-dependent effects on helminth fecundity. We addressed this issue using Eastern grey squirrels (Sciurus carolinensis) and their gastrointestinal nematode Strongyloides robustus to assess the performance of coprological techniques and to investigate factors affecting parasite fecundity. We compared results of gut examination, flotation and McMaster FECs in 65 culled grey squirrels. Sensitivity and specificity of flotation were 81.2 % (Confidence Interval, CI 54.3-95.9 %) and 85.7 % (CI 72.7-94.1 %), respectively, resulting in low positive predictive values when infection prevalence is low. Individual parasite fecundity (no. of eggs/adult female worm) was negatively affected by S. robustus intensity, leading to a non-linear relationship between parasite load and eggs/gram of faeces (EPG). As a consequence, whereas flotation may be a valid method to perform the first screening of infection status, FECs are not a reliable method to estimate S. robustus intensity, since diverse values of EPG may correspond to the same number of parasites. Neither the amount of analysed faeces nor the season had any effect on EPG, indicating that the observed reduction in helminth fecundity is likely caused exclusively by density-dependent processes such as competition among worms or host immune response.