Graphene oxide (GO)-wrapped gold nanoparticles (Au NPs) hybrid materials are constructed via one-pot sonochemical synthesis and self-assembly, using ethylene glycol as the reducing agent. The synthesis process above took only 1 h, and the obtained hybrid materials exist as spheres wrapped with gauze-like GO sheets via ionic interaction-based self-assembly. The GO sheets are helpful for the well dispersion of the Au NPs. Furthermore, these materials possess enhanced photocatalytic activity under visible light irradiation, owing to the synergistic effect of the two components in the hybrid materials. Our work may provide a convenient approach to control the size and morphology of the Au NPs for the synthesis of GO-wrapped hybrid materials, which opens up a feasible way to synthesize metal NPs/GO composites. Moreover, this method might lead to developing of a broad class of new functionalized materials wrapped with GO sheets.