Somewhat depends on exactly what about Gormenghast you want something similar to, but I have quite a few!
Mordew by Alex Pheby
Piranesi by Susanna Clarke
Jonathan Strange & Mr Norrell - Susannah Clarke.
Almost anything by China Miéville. I'd recommend Perdido Street Station
Book of the New Sun by Gene Wolfe
Gloriana by Michael Moorcock
Then there are some other WeirdLit recommendations that are slightly further away but share some aspects you may appreciate, like Vandermeer's Ambergris trilogy
Jonathan Strange & Mr Norrell - Susannah Clarke.
The Phantom Tollbooth - Norton Juster.
Dictionary of the Khazars - Milorad Savic.
Life : A User's Manual - Georges Perec.
Here are my suggestions:
Book of the New Sun by Gene Wolfe
We Have Always Lived in the Castle by Shirley Jackson
The Night Land by William Hope Hodgson
Moby Dick by Herman Melville
Attack on Titan by Hajime Isayama
Some might say Viriconium by M John Harrison, but...for me, there's not much Gormenghast in that series.
Gloriana by Michael Moorcock is explicitly an homage to Gormenghast.
Otherwise I'd recommend Piranesi by Susanna Clarke, Lacrimore by S. J. Costello, and perhaps The City and the City by Miéville. All relatively prose-y books, where the setting is pretty much the main character.