We have fabricated Gold (Au) crystallites in amorphous alumina matrix by pulsed laser deposition. The characterization of these multilayer sequences was performed by high resolution transmission electron microscopy (HRTEM) and optical transmission measurements. TEM studies revealed the morphology and the microstructure of these composites. The optical transmission spectra showed characteristic surface plasma resonance of Au particles confined by the host dielectric matrix. These resonances fall in the visible spectral range. The importance of pulsed laser deposition in fabricating these composite films is discussed.