Multi-layer metal films such as metallic coatings on metal substrate are important elements in modern engineering applications. Specifically, gold-coated metal mirrors are widely used in high-power laser systems. This work studies microscopic energy deposition and transport processes during short-pulse laser heating of multi-layer metals : the absorption of radiation energy by free electrons and the energy exchange between electrons and the lattice. The results show that multi-layer metals present very different thermal responses from single-layer metals during the heating process. In a gold and chromium multi-layer film, although laser energy is absorbed by free electrons in the top gold coating layer, most of the absorbed energy is converted into lattice energy not in the gold layer but rather in the underlying chromium layer. The underlying chromium layer reduces the lattice-temperature rise of the top gold layer significantly during short-pulse laser heating, suggesting a new way to increase the resistance of mirrors to thermal damage in applications of high-power lasers.