Hmmm.... I'd kind of like to know how to do this. Alchemy 101?
No. You use a cyclotron to remove a few protons from a lead atom, and presto, you have gold. The only problem is that it's not possible to do it except on an atomic scale, and even then it's enormously expensive. You'd be better off trying to filter it from sea water. There's lots of gold dissolved in the oceans, but there again it can't be done economically or on any sort of large scale.
Maybe genetically engineered sponges could do it for you (credit to Arthur C. Clarke for this idea).