Efficient intracellular delivery of gold nanoparticles (AuNPs) and unraveling the mechanism underlying the intracellular delivery are essential for advancing the applications of AuNPs toward in vivo imaging and therapeutic interventions. We employed fluorescence microscopy to investigate the internalization mechanism of small-size AuNPs by living Hela cells. Herein, we found that the caveolae-mediated endocytosis was the dominant pathway for the intracellular delivery of small-size AuNPs. The intracellular delivery was suppressed when we depleted the cholesterol with methyl-β-cyclodextrin (MβCD); in contrast, the sucrose that disrupts the formation of clathrin-mediated endocytosis did not block the endocytosis of AuNPs. Meanwhile, we examined the intracellular localization of AuNPs in endocytic vesicles by fluorescent colocalization. This work would provide a potential technique to study the intracellular delivery of small-size nanoparticles for biomedical applications.