Au nanoparticles supported on CeO2 have been prepared and investigated as photocatalysts for the photocatalytic selective oxidation of benzyl alcohol and 4-methoxybenzyl alcohol to the correspondent benzaldehydes, in aqueous suspensions and room conditions under UV, visible and natural solar light irradiation. Au nanoparticles have been supported by impregnation (1 and 3 wt.%) on two types of CeO2 (i.e., a commercial one and a home prepared oxide obtained in the presence of NaOH as precipitation agent). The Au impregnated samples showed strong visible radiation absorption at 565–570 nm associated to localized surface plasmon resonance (LSPR). The bare CeO2 samples are activated by UV light and resulted virtually inactive under visible irradiation, whereas the presence of Au improved both the conversion of the alcohols and the selectivity of the reaction towards the aldehyde, giving rise to good results, particularly under visible and natural solar light irradiation. The activity of the materials increased by increasing the Au content.