Gd-YBa₂Cu₃O_7-δ (Gd-YBCO) thin films with 10 mol% and 20 mol% excess-Gd concentration with respect to Y were investigated at the Gd L₃ and Y K core absorption edges by EXAFS spectroscopy with the aim of determining the local structure of the Gd dopant. To this purpose, EXAFS data were collected also on GdBa₂Cu₃O_7-δ (GdBCO) and pristine YBCO films and on Gd₂O₃ and Y₂O₃ model compounds for comparison with the YBCO films with Gd excess. The EXAFS analysis was based on Y and Gd oxides as well as on a cluster obtained by Density Functional Theory (DFT) where Gd atoms were inserted substitutional to Y atoms. The EXAFS data clearly reveal the incorporation of Gd in the lattice as substitute of Y and no evidence of segregated Gd oxide was found within the film matrix.