Polyelectrolyte multilayer films adsorbed on gold surfaces were studied by combined ellipsometric and electrochemical methods. Multilayers were composed of "synthetic" (poly(4-styrenesulfonic acid) ammonium salt (PSS) and poly(allylamine hydrochloride) (PAH) (PSS/PAH)) and "semi-natural" (carboxymethyl cellulose (CMC) and chitosan (CHI) (CMC/CHI)) polyelectrolytes. It was found that only PSS/PAH Layer-by-Layer (LbL) assembled structures result in dense surface confined films that limit permeability of small molecules, such as ferri-/ferrocyanide. The PSS/PAH assemblies can be envisaged as films with pinholes, through which small molecules diffuse. During the LbL deposition process of these films a number of pinholes quickly decay. A representative pinhole diameter was found to be approximately 20 μm, which determines the diffusion of small molecules through LbL films, and yet remains constant when the film consists of a few LbL assembled polyelectrolyte bilayers. CMC/CHI LbL assemblies at gold electrode surfaces give very low density films, which do not limit the diffusion of ferri-/ferrocyanide between the surface of the electrode and the solution.