Polymeric nanofibers containing gold nanorods (GNRs) are aligned in a uniform orientation through electrospinning. The dispersive and absorptive parts of the third-order optical nonlinear optical refractive index of the composite film measured by polarization dependent z-scan method are demonstrated to be anisotropically enhanced. Anisotropic optical response of the aligned GNRs and its connection with the ultrafast electron dynamics are discussed in light of the results of resonant femtosecond pump probe experiments. The significant appearance of anisotropic nonlinear optical properties of ensembles of GNRs is attributed to the sensitive excitation of longitudinal surface plasmon resonance (LSPR) of highly aligned GNRs. For the macroscopic applications of ensembles of GNRs, such as passive mode-locking and all-optical switching, the experimental results demonstrate that the alignment of GNRs through electrospinning should be very high efficient, and economic.