Increasing the gene copy number has been commonly used to enhance the protein expression level in the yeast Pichia pastoris. However, this method has been shown to be effective up to a certain gene copy number, and a further increase of gene dosage can result in a decrease of expression level. Evidences indicate the gene dosage effect is product-dependent, which needs to be determined when expressing a new protein. Here, we describe a direct detection of the gene dosage effect on protein secretion through expressing the enhanced green fluorescent protein (EGFP) gene under the direction of the ${alpha}$-factor preprosequence in a panel of yeast clones carrying increasing copies of the EGFP gene (from one to six copies). Directly examined under fluorescence microscopy, we found relatively lower levels of EGFP were secreted into the culture medium at one copy and two copies, substantial improvement of secretion appeared at three copies, plateau happened at four and five copies, and an apparent decrease of secretion happened at six copies. The secretion of EGFP being limiting at four and five copies was due to abundant intracellular accumulation of proteins, observed from the fluorescence image of yeast and confirmed by western blotting, which significantly activated the unfolded protein response indicated by the up-regulation of the BiP (the KAR2 gene product) and the protein disulfide isomerase. This study implies that tagging a reporter like GFP to a specific protein would facilitate a direct and rapid determination of the optimal gene copy number for high-yield expression.