Noble metal particles allow enhanced interaction with light and efficient light to heat conversion. In the present paper, we report on non-linear optical spectroscopy of individual gold crystalline platelets and address two of the energy relaxation steps following optical excitation of the metallic nano-objects. In particular, at short timescales we show that optical excitation yields intense two-photon photoluminescence at particular locations of the gold platelets. Our experimental results are interpreted with numerical simulations based on the Green Dyadic Method. Subsequent conversion from optical to thermal energy triggers acoustic vibrations that modulate the optical response of the nano-object on a 10 ps–100 ps timescale. We address the different contributions to the damping of the associated mechanical oscillations focusing on the high frequency thickness vibrations (100 GHz) of these nanometer-thin metallic structures.