Auger (L₃M_4,5M_4,5) and X-ray photoionization spectra (2p, 3d) of mass-selected Cu_N-clusters supported by a thin natural silica layer are presented in the size range N = 8–55 atoms per cluster. The Auger spectra of all clusters are shifted to a lower kinetic energy with respect to the spectrum of the bulk. Furthermore the Auger energy decreases systematically with decreasing cluster size. The binding energies of the 2p and 3d valence states are higher than the corresponding bulk values. Using the energy of the Auger main line, the corresponding core hole peak and the centroid of the self-convoluted 3d valence band the on-site Coulomb interaction energy U_dd of the two-hole final state as a function of cluster size has been determined.