Gold nanostructures have important applications in nanoelectronics, nano-optics, and in precision metrology due to their intriguing optoelectronic properties. These properties are governed by the bulk band structure but to some extent are tunable via geometrical resonances. Here we show that the band structure of gold itself exhibits significant size-dependent changes already for mesoscopic critical dimensions below 30 nm. To suppress the effects of geometrical resonances and grain boundaries, we prepared atomically flat ultrathin films of various thicknesses by utilizing large chemically grown single-crystalline gold platelets. We experimentally probe thickness-dependent changes of the band structure by means of two-photon photoluminescence and observe a surprising 100-fold increase of the nonlinear signal when the gold film thickness is reduced below 30 nm allowing us to optically resolve single-unit-cell steps. The effect is well explained by density functional calculations of the thickness-dependent 2D band structure of gold.