In models with large extra dimensions, standard model particles should be localized in a brane embedded in higher dimensional spacetime. We will explain why it has been difficult to localize gauge fields on a brane. We propose a mechanism using the positiondependent gauge coupling to localize non‐Abelian gauge fields on domain walls in fivedimensional space‐time. Low‐energy effective theory possesses a massless vector field, and a mass gap. The four‐dimensional gauge invariance is maintained intact. We obtain perturbatively the four‐dimensional Coulomb law for static sources on the domain wall. BPS domain wall solutions with the localization mechanism are explicitly constructed in the U(1) x U(1) supersymmetric gauge theory coupling to the non‐Abelian gauge fields only through the cubic prepotential, which is consistent with the general principle of supersymmetry in five‐dimensional space‐time