In the present work, a type of hybrid fibers—gold nanoparticles (GNPs)–gelatin fibers were designed. Spinning solutions for the sub-micron fibers were prepared by adding gelatin, ethylene diamine tetraacetic acid (EDTA) and chloroauric acid in water successively. The EDTA reduced the chloroauric acid and gave rise to in situ synthesis of GNPs in the spinning solutions. The GNPs–gelatin fibers were fabricated by electrospinning the spinning solutions. The GNPs were encapsulated in the fibers, which endowed the fibers photoluminescence (PL) characteristics. A variety of experiments were performed to characterize the structure and properties of the GNPs–gelatin fibers. This work provides new perspectives for the fabrication of functional nanocomposite fibers.