Conjugated polymers have been extensively applied as active materials in nanostructured platforms for optical and electrical devices. The incorporation of metal nanoparticles (NPs) into the polymer-based platform arises as a strategy to develop novel hybrid functional nanocomposites with enhanced electrical and optical properties. However, efficient and simple processing routes to produce such nanocomposites are still on demand. In this work, we present an effective route to obtain functional nanocomposites based on electrospun nanofibers coated with gold nanoparticles, displaying interesting optical and electrical properties. Polymethyl methacrylate (PMMA) electrospun nanofibers doped with poly(3-hexyl thiophene-2,5-diyl) (P3HT) were obtained by the electrospinning technique, and displayed a strong red emission centered at 650 nm assigned to P3HT. Such nanofibers were deposited on to fluorine-doped tin oxide electrodes and with modified with gold nanoparticles (AuNPs) in order to produce hybrid composite materials. The performance of electrodes modified with PMMA/P3HT-AuNPs composite material was evaluated by impedance spectroscopy and revealed an enhancement of electron transfer kinetics, which indicates it as a potential platform for optical and electrochemical (bio)sensors.