During the last decade, the scientific community has become interested in hybrid nanomaterials, especially the ones that combine gold nanoparticles with a second functional component. In this context, coordination polymers are materials that possess potential advantages over conventional inorganic nanomaterials and organic compounds such as chemical versatility, easy processability, high specific area, low toxicity, biodegradability and electronic and magnetic functionalities to name a few. In this manner, the wise integration of Au nanoparticles with coordination polymers in different types of nanostructures has allowed extending the scope of properties and applications of these systems, allowing also overcoming some of the limitations of Au nanoparticles for certain applications. Therefore, in this review, we discuss the different reported hybrid nanostructures based on the integration of colloidal Au nanoparticles with coordination polymers exhibiting either physical properties of interest (e.g. ferromagnetism, photo-magnetism, spin switching, etc.) or chemical properties (e.g. electrocatalysis). We have paid particular attention to the enhanced properties and the synergistic effects that can emerge from this association. Along this front, thanks to their improved and/or novel properties, these hybrid materials have become promising nanostructures for several applications, especially in biomedicine, catalysis, magnetism and sensing.