We present optical absorption spectra in the UV-visible range (1.5 eV < E < 6 eV) for mass selected neutral gold clusters Au(n) (n = 1-5 and 7-9) embedded in solid Ne at 7 K. The experimental spectra are compared with time-dependent density functional calculations. Electronic transitions are distributed over the whole energy range without any concentration of the oscillator strength in a small energy window, characteristic for the more s-like metals such as the alkalis or silver. Contrary to the case of silver and partly copper clusters, transitions issued from mainly d-type states are significantly involved in low energy transitions. The measured integrated cross section is smaller (<20%) than expected from a free-electron system, manifesting the strong screening of the s electrons due to the proximity of the s and d levels in gold.