The optical limiting behaviors of nano-gold self-assembled multi-wall carbon nanotube (MWNT) were experimentally investigated at 532 and 1064 nm, respectively. The comparison of the limiting performances between carbon nanotube suspension, C60 solution, and carbon black suspension (CBS) was performed. The results show that the optical limiting characteristic of nano-gold self-assembled MWNT is better than those of C60 and CBS. The mechanisms of the optical limiting for the samples were discussed.