We can make gold. In fact, we already have, since 1924.
However it is much harder than making diamonds.
Unlike carbon, Gold occurs only in one chemical form. When you arrange carbon atoms in different ways (each arrangement is called an allotrope), you get different substances- diamond, graphite, amorphous, buckminsterfullerenes, etc.
So, to make diamonds, you simply take any of the other forms and rearrange the atoms into diamond form (using high-pressure, etc). But to make gold, the easiest starting material you can choose that is not already gold is Mercury. Then you have to remove 1 proton, 3 neutrons and 1 electron from it after tearing through 80 layers of electron cloud to make gold. And it is unbelievably difficult to remove protons and neutrons, they are a part of the nucleus of the atom.
Popular depictions of atoms look like this-
In reality however, the nucleus is not that big- it is 100,000 times smaller than the entire atom. So here is a layman's comparison of both processes-
To make diamonds, you have to take a few 10m long buses parked in a parking lot and park them in a different order. Oh the buses are taped to each other using chains of post-it notes that you might have to tear while moving them and re-attach once they are parked.
To make gold, you have a 10m sphere. the size of a bus seen lengthwise made of 80 layers of dense metallic sheets. After you are done sawing and tearing through the sheets, you reach the nucleus at the center, which is one-tenth of the size of a grain of sand (~0.1mm). Upon closer inspection you see that the tiny speck is actually made of 201 smaller parts that made it look so "big". Oh and those 201 pieces are super-glued together (nuclear forces are the strongest of the 4 fundamental forces). Now, carefully and surgically you have to remove 4 of those 201 pieces from the speck of dust that you have to squint to see in the first place. But wait! You can't just remove any 4 pieces. The 201 pieces are actually 80 of one kind and 121 of another, you have to remove 1 of the 80 and 3 of the 121. Once you are done, put back 79 of the 80 sheets you tore through and voila you have gold... but wait, when you are inside, you have to do all this in a a few seconds or else half of the 201 pieces disappear and the whole thing becomes unusable. I also forgot to mention that those pieces aren't solid but strangely wavily move around your forceps, so the best you can do is instead of starting out with 1 bus, start with about a thousand buses and randomly pick out 4 pieces each time instead of trying to pick out 3 of 1 kind and 1 of another and hope that in a few cases out of the thousand buses you luckily pick out the right combination and sew the 79 metallic sheets in time.