The peculiarities of the distribution and binding forms of platinum group elements (Pt, Pd, Ru, Rh, Os and Ir) in the arsenopyrites and pyrites of the Natalkinskoe gold ore deposit (Northeastern Russia) were examined using atomic absorption spectrometry with analytical data selections for single crystals (AAS-ADSSC), a “phase” chemical analysis (PCA) based on AAS of different size-fractions of minerals, scanning electron microscopy with energy dispersive X-ray spectrometry (SEM-EDX) and laser ablation inductively coupled plasma mass spectrometry (LA-ICP-MS). The arsenopyrites and pyrites of the Natalkinskoe gold deposit were found to concentrate not only Au but also platinum group elements (PGEs) such as Pt, Pd, Ru and Rh. The PCA showed that the highest contents (in ppm) were found in the monofractions of arsenopyrite—Pt up to 128, Pd up to 20, Ru up to 86 and Rh up to 21—and comparably lower in monofractions of pyrite—Pt to 29, Pd to 15, Ru to 58 and Rh to 5.9. The AAS-ADSSC method revealed two forms of uniformly distributed Pt, Pd and Ru corresponding to the chemically bound element in the structure of the mineral and in the superficial non-autonomous phase (NAP). The superficially bound form dominates over the structural form and presumably exists in a very thin surface layer of the crystal (~100–500 nm). The maximum contents of these PGE, chemically bound in the structure of arsenopyrite, reached values of (in ppm) 48, 5.9 and 48; and in pyrite structure, 68, 5.2 and 34 for Pt, Pd and Ru respectively. The contents of Pt, Pd and Ru related to NAP on the surface of the crystal were significantly higher and amounted (in ppm) for arsenopyrite to 714, 114 and 1083; and for pyrite 890, 62 and 690 for Pt, Pd and Ru, respectively. Preliminary results for the Rh form in arsenopyrite crystals suggest that the surface-related form (154–678 ppm) is more abundant than the structural form (17–45 ppm). Data from studying the surfaces of sulphide minerals by SEM-EDX and LA-ICP-MS confirmed the presence of Pt, Pd, Ru and Rh on the surface of arsenopyrite and pyrite crystals. These methods generated primary data on the content of Os and Ir in arsenopyrite and pyrite in the surface layer. The maximum content of Os and Ir found in arsenopyrites was up to 0.7 wt%. PGE-enriched fluids (up to ~3 ppm Pt) may exist in the gold ore deposit. It is assumed that there is a common mechanism of impurities uptake associated with the active role of the crystal surface and surface defects for gold-bearing arsenopyrites and pyrites. The surface enrichment is due to peculiarities in the crystal growth mechanism through the medium of NAP and the dualism of the element distribution coefficient in the system of mineral–hydrothermal solution, which is higher for NAP, compared to the volume of the crystal. Although mineral forms of Pt, Pd, Ru, Rh, Os and Ir have not been found at the Natalkinskoe gold deposit, their existence in the form of nano-scale particles is not excluded. This follows from the evolutionary model of surficial NAPs, assuming their partial transformation and aggregation with the formation of nano- and micro-sized autonomous phases of trace elements. The presence of PGE in the ores and the possibility of their extraction significantly increase the quality and value of the extracted raw gold materials at the Natalkinskoe deposit, and adds to the list of known platiniferous ore formations.