Light emission from single gold nanorods excited by continuous wave lasers was investigated by using ultra-narrow-band notch filters to obtain their complete spectral shape. The spectral profile of Stokes emission can be fitted by a Lorentzian line shape and that is dominated by localized surface plasmon resonance. Moreover, a clear anti-Stokes emission band can be always observed under different excitation wavelengths. The spectral shape of anti-Stokes emission can be fitted well with a Fermi-Dirac like line shape. Electron Fermi-Dirac distribution should influence the spectral shape of anti-Stokes emission for both interband and intraband transitions. It was also found that the intensity of anti-Stokes emission increases more rapidly in comparison with that of Stokes emission as illumination power increases on resonant excitation. This phenomenon can be understood as the temperature dependent of the electron Fermi-Dirac distribution due to photothermal effect.