Hydrogen peroxide (H2O2) is a mild and green oxidant widely employed in organic syntheses, medical sector, disinfection, bleaching, environmental remediation and biological processes. However, its production via the expensive, multiple steps and energy intensive anthraquinone process renders it less sustainable. Photocatalysis is a viable, sustainable and promising strategy to produce H2O2 from green sources: water and molecular O2. This article presents the key developments of photocatalytic H2O2 production using gold (Au) nanoparticles supported on semiconductor photocatalysts. Several photocatalytic systems containing Au nanoparticles and the roles of Au nanoparticles in enhancing the photocatalytic H2O2 production including increasing visible light absorption, facilitating the charge carrier separation and transfer, and as a catalytic Au active site are discussed. Factors defining the photocatalytic activity such as the effects of Au particle size and loading, localised surface plasmon resonance, mixed-gold component, and design of photocatalysts are reviewed. Finally, the challenges and prospect for further developments of Au photocatalysis in sustainable H2O2 synthesis are highlighted.