you are supposed to (and may be asked) have a letter from the police to sell your gold. You can get the letter at the Capitol Police station on
Abdullah bin Jassim St. A word of warning, weigh your gold and know what you have before you try to sell it and count your money carefully. I have dealt with the buyers in the gold souk and there are two who tried to short change me. Keep in mind if they rip you of and you didn't have the letter it will be difficult to go to the police later.
good luck.