Using the porous anodic alumina oxide (AAO) as substrate, highly ordered Au nanoparticle array on the surface of AAO are prepared by vacuum deposition and subsequent thermal dewetting. We demonstrate a porous AAO with diameter 80 nm and wall thickness 20 nm, then a gold thin films is deposited on the surface of AAO template. Then thermal annealing for the dewetting process is carried out in the tube furnace. Subsequently, the scanning electron microscope (SEM) images of AAO show that the surface of AAO is with highly ordered Au nanoparticles. For suitable conditions, another highly ordered Au nanoparticles array appears at the shallow hole regions and matches with the hole array, and there are six nanoparticles around each hole which is in highly ordered. The absorption characteristies of successfully assembled Au nanoparticle array sample are measured in the wavelength range of 300~800 nm using the UV-vis spectrophotometer, and obvious absorption peaks are observed at 316 nm and 616 nm after the Au nanoparticles are assembed on the AAO. Compared to the absorption peaks of ordinary Au nanoparticles, there is dramatic redshift.