Cu/AAO nano-ordered arrays structure are prepared by using electrochemical technique, of which the photo absorption and photoluminescence (PL) properties are studied. The results show that the photo absorption and photoluminescence are very sensitive to the Cu nano-particles migrated into the AAO template, as the deposition of Cu increases, the absorption band shows redshift, and the largest shift from the nearultra violet to the infrared exceeds 500 nm. Meanwhile, the photoluminescence peak presents slight blueshift, of which the intensity falls and quenches gradually. The above phenomena caused by the Cu nano-particles in the Cu/AAO composite are analyzed.