Graded-thickness gold layers were deposited on fused silica by combinatorial magnetron sputtering and annealing to form nanoparticles with a laterally changing structure. The optical properties and sensing characteristics were determined as a function of the amount of sputtered material by scanning optical spectroscopies. The formation and sensing performance of Au nanoparticles were modeled and interpreted by finite element electromagnetic calculations. The most sensitive regions for the optical detection of ethanol, water, and Raman reporter molecules on the heat-treated surfaces were determined as a function of the deposited amount of Au. For all three analytes applied, we observed the best sensing performance for an effective deposited gold thickness of 2–3 nm. These results can be interpreted by considering the graded gold film’s actual geometry and near-field optical properties.