Materials presenting high optical nonlinearity, such as materials containing metal nanoparticles (NPs), can be used in various applications in photonics. This motivated the research presented in this paper, where morphological, linear and nonlinear optical characteristics of gold NPs on the surface of bulk soda-lime glass substrates were investigated as a function of nanoparticle height. The NPs were obtained by annealing gold (Au) thin films previously deposited on the substrates. Pixel intensity histogram fitting on Atomic Force Microscopy (AFM) images was performed to obtain the thickness of the deposited film. Image analysis was employed to obtain the statistical distribution of the average height of the NPs. In addition, absorbance spectra of the samples before and after annealing were measured. Finally, the nonlinear refractive index (n2) and the nonlinear absorption index (α2) at 800 nm were obtained before and after annealing by using the thermally managed eclipse Z-scan (TM-EZ) technique with a Ti:Sapphire laser (150 fs pulses). Results show that both n2 and α2 at this wavelength change signs after the annealing and that the samples presented a high nonlinear refractive index.