We report on a photoconductive gain effect in two-dimensional arrays of gold nanoparticles, in which alkane molecules are inserted. The nanoparticle arrays are formed by a self-assembly process from alkanethiol-coated gold nanoparticles, and subsequently they are patterned on a Si/SiO2 chip by a microcontact printing technique. We find that the photoconductance of the arrays is strongly enhanced at the frequency of the surface plasmon of the nanoparticles. We interpret the observation as a bolometric enhancement of the conductance of the nanoparticle arrays upon excitation of the surface plasmon resonance.