Gold nanoparticles were prepared by NaBH4 reduction method, and homogeneous SiO2 were coated on gold nanoparticles and assembled into densely-packed 3-dimensional arrays by the layer-by-layer self-assembly (LBL) technique. Every layer of films exhibited densely packed 2-dimensional arrays of Au@SiO2 composite nanoparticles and the film thickness was controllable through the number of deposition cycles. These multilayer films exhibited high volume fraction of gold nanoparticles (0.047). The imaginary part of the third-order nonlinear optical susceptibility (Imχ(3)) with different deposition layer have been investigated by femtosecond pump and probe spectroscopy. The Imχ(3) value is about (-8.7±3.3)×10-11 esu and almost not dependent with the layer numbers which indicates every layer of our films has the same structural and optical properties.