We report the fabrication and photoluminescence properties of laterally-coupled GaAs/AlGaAs quantum dots. The coupling in the quantum dot molecules is tuned by an external electric field. An intricate behavior, consisting of spectral line crossings and avoided crossings is observed for different molecules. Anticrossing patterns in the photoluminescence spectra provide direct evidence of the lateral coupling between two nearby quantum dots. A simple calculation suggests that the coupling is mediated by electron tunneling, through which the states of direct and indirect exciton are brought into resonance.