Small-angle X-ray scattering (SAXS) is generally not applicable to thin (~ 1 μm) films and coatings because of their weak scattering signal in conventional transmission experiments. This restriction can be overcome by working in grazing incidence, with an angle of incidence α slightly above the critical angle of total reflection ϕc, in order to augment the effective X-ray path in the sample. The possibilities of this technique are demonstrated by preliminary results obtained on glass-like sol-gel coatings containing nano-scaled gold colloids. The scattering of the gold colloids was identified by variations of the X-ray energy near the absorption edge of gold (anomalous SAXS). It showed the theoretically predicted variation of intensity with energy. The recorded scattering spectra were corrected for absorption and refraction effects, whose influences on the spectra are discussed. Calculated size distributions of the colloids from SAXS in grazing incidence were compared with results from high-resolution transmission electron microscopy (HTEM) investigations and optical UV-visible spectroscopy.