Films of gold nanoscaled islands with thicknesses ranging between 0.5 and 15 nm were prepared by thermal evaporation onto untreated and aminosilane-pretreated glass substrates. Post-deposition annealing was found to modify the morphological characteristics of the islands (e.g., average island area and height, inter-island distance, etc.), resulting in changes of the localized surface plasmon resonance (SPR) characteristics and, therefore, modifying the nonlinear optical (NLO) response of the films. The NLO response of both unannealed and annealed (20 h at 200 °C) films was studied by means of the optical Kerr effect (OKE), using 35 ps, 532 nm laser excitation, while measurements performed by means of the Z-scan technique allowed for the determination of both the nonlinear refraction and absorption characteristics of the films. The results are discussed and compared with other reports.