If you wipe the electrodes are they still gold underneath? Smaller electrodes experience greater flux density because of non linear diffusion behavior. It might be that you are depositing a "black" gold deposit similar to platinum black.

I agree with Kirk, it looks like you just reduced Au(3+) to some Au(0) form.  

Thanks, Kirk. Do you mean that the HAuCl4 is reduced to Au naturally without any other reactions? However, I want to electrodeposite AuNPs onto the electrode surface not to achieve the Au by the natural reduction because it can't be controlled. Would you please give me some suggestions? 

I don't know if it is a spontaneous reaction, but I am saying that the current density at small electrodes is much higher.  As a result it is possible that you are not getting a smooth film because it is depositing too fast.  Are you under current or potential control during the deposition?

Thanks for your explanation, Kirk. Yes, I want to control the conditions of deposition so that to get a better result. In fact, I can control the current during the deposition at a bigger electrode (eg. 15×2.5mm). It is much more difficult for the control of a smaller electrode, right? Would you please give me some suggestions? 

There is a strong affinity between Cl- and Au. You will spontaneously get AuCl4- complexes on the surface. However, a surface layer alone should not make your electrode black. I would guess you are depositing some kind of junk on the surface and you see it on the smaller electrode simply because it is smaller which leads to accumulation. Could it be that you release stuff from your counter and reference electrodes?

You probably have fast gold deposition leading to small Au particles that are black.

You may find some information in:

Gold nanospikes formed through a simple electrochemical route with high electrocatalytic and surface enhanced Raman scattering activity Blake Plowman,a Samuel J. Ippolito, Vipul Bansal, Ylias M. Sabri, Anthony P. O’Mullane* and Suresh K. Bhargava*a

Chem. Commun., 2009, 5039-5041

DOI: 10.1039/B910830K

I think the black particles you are seeing are finely divided gold particles. If you can wipe it off with finger or paper towel it is gold particles.  Since Chloro Auric acid is a highly acidic solution you may not get a smooth gold film. If you need a good gold film use cyanide based gold plating solution

I guess my opinion is standing out here, but as far as I'm aware even micro or nanostructured gold surfaces will never be black. They will always reflect some light, although the color may vary due to plasmon resonances. They will also always absorb blue light from the interband transitions regardless of structure. A black metal is only possible by a highly absorbing oxidized layer, but that does not form on gold.

Agreed.  However traditionally high surface area active platinum electrode needed for hydrogen reference electrode is made by plating Pt from an acidic hydrochloro platinic acid.  I believe a similar situation exists with gold.  When the particles are extremely fine, they do tend to become black .  I have seen them in other metals also

I am so sorry that I may not clearly describe the colour of my electrodes with AuNPs (may be within other compounds). In fact, the electrode may be deep brown not pure black. And I try to wipe the so called stuff (or AuNPs) with my finger and paper towel, some are wipped off but the other remains. And I do some H2O2 measuring experiments using the small electrodes with AuNPs (assume that the "stuff" is AuNPs), the deposited conditions are similar to the bigger electrode (15×2.5mm), the results (the improvement of the sensitivity of the sensor) are similar to the bigger sensor as well. Accordingly, I think the "black" materials should be gold nanoparticles, or most of them should be gold nanoparticles at least.  

What is your substrate electrode for electroplating Au layer? What is pH in HAuCl4 containing solution? It is unlikely Au would react with pure HAuCl4, if there is no addtional species that could induce some unexpected Chemical reactions.