Gold nanoparticles supported on TiO2 and Al2O3 were prepared by using the deposition-precipitation with urea (DP Urea) method. The control of the particle size was achieved by varying both, the stirring time during the deposition-precipitation (DP) procedure and the conditions of thermal treatment. We focused mainly on the stirring time and the treatment temperature, although gas flow and type of atmosphere also influence importantly the particle's size and shape, as we shall show. The optical response of metallic nanoparticles is given by its surface plasmon resonance and its position and shape depends strongly on the size and the shape of the nanoparticle, as well as on its surrounding. Then, we followed the control of the nanoparticles size by using mainly optical absorption measurements, which gave us account of the size and the shape of the nanoparticles and the effect of the support on their optical response. These optical results were compared to, and supported with, TEM micrographs of our samples.