This paper describes the investigation of the methylene blue electropolymerization as well as changes in the optical properties of these films on a gold sensor disk, monitoring in situ and in real time by using electrochemical surface plasmon resonance (ESPR) and cyclic voltammetry (CV). Initially, the effects of the methylene blue (MB) concentration were investigated by using the changes in the surface plasmon resonance angle in order to verify the better concentration to be used without promoting the leuco-MB film formation at electrode–solution interface. The methylene blue was electropolymerized and the first derivative of the surface plasmon resonance angle obtained during the MB polymerization showed that the ESPR technique presents a high sensitivity comparable to the cyclic voltammetric experiments. Finally, the effects of the film thickness and supporting electrolyte were verified by ESPR. In this sense, this paper describes the possibility of the optical properties control as well as uptake and release of anionic species in ultrathin poly(methylene blue) films considering the size of these films on their properties.