Optical second-harmonic generation recorded during growth of Au on Si(111) surfaces shows clear oscillations with the film thickness. Reconstruction of the surface into a ( × ):Au-structure prior to film growth leads to increased amplitude in the oscillations indicating improved growth characteristics compared to the 7×7 substrate. The position of the maxima shifts towards lower coverage and the oscillation period decreases with increasing pump frequency. This behaviour is an unambiguous signature of quantum well resonances and, hence, clearly demonstrates that Au deposition on Si(111)( × ):Au leads to well-defined quantum well structures with atomically flat interfaces. Furthermore, the rotationally anisotropic contribution to SHG also shows coverage oscillations as a result of quantum well effects and demonstrates the presence of structural order.