Nowadays, there is an increasing interest in the development of promising, efficient, and environmentally friendly wastewater treatment technologies. Among them are the advanced oxidation processes (AOPs), in particular, catalytic wet peroxidation (CWPO), assisted or not by radiation. One of the challenges for the industrial application of this process is the development of stable and efficient catalysts, without leaching of the metal to the aqueous phase during the treatment. Gold catalysts, in particular, have attracted much attention from researchers because they show these characteristics. Recently, numerous studies have been reported in the literature regarding the preparation of gold catalysts supported on various supports and testing their catalytic performance in the treatment of real wastewaters or model pollutants by CWPO. This review summarizes this research; the properties of such catalysts and their expected effects on the overall efficiency of the CWPO process, together with a description of the effect of operational variables (such as pH, temperature, oxidant concentration, catalyst, and gold content). In addition, an overview is given of the main technical issues of this process aiming at its industrial application, namely the possibility of using the catalyst in continuous flow reactors. Such considerations will provide useful information for a faster and more effective analysis and optimization of the CWPO process.