We have fabricated gold nanospheres composite multilayer films using the layer-by-layer (LbL) self-assembly technique, and have investigated the aggregate states of the gold nanosphere. The gold nanospheres composite multilayer films were fabricated by controlling the gold nanosphere layers with polyelectrolyte layers, and were characterized with linear and nonlinear optical spectroscopy. The transmission absorption spectra and scanning electron microscopy (SEM) images show modifications of the optical properties arising from the aggregate states of the gold nanospheres. The strong longitudinal resonance mode was observed when the gold nanospheres form aggreagates. Intense optical second-harmonic generation (SHG) was observed from the gold nanosphere aggregates of which surface was covered with a hemicyanine self-assembled monolayer. This high SHG response originates from the strong interaction via localized surface plasmon enhancement of the gold nanosphere aggregates. The gold nanosphere aggregates are promising for applications to optoelectronic devices and surface-enhanced spectroscopy.