Marshall Tymn, a well-known editor and scholar of the science fiction and fantasy genre, once said that the setting in Gothic works "possesses the occupants or holds them in bondage." In the case of Dr. Jekyll and the setting of his laboratory and living spaces, he is certainly held in bondage. Eventually, he grows so afraid of leaving due to his spontaneous metamorphoses into Mr. Hyde that he does not even want to leave. He ends up taking his own life inside this space so that he cannot be held accountable for his actions as Mr. Hyde.
However, I think the setting of London in this particular era also serves to "possess" and hold him in a kind of "bondage" of sorts. Clearly, Dr. Jekyll feels a strong desire to control his more animal or base urges and desires: certain behaviors simply are not acceptable in a professional and well-respected member of society. So he attempts to distill and eliminate them because of the social pressures he feels to be a certain kind of person.
During the late Victorian era, especially, people were held to a very high moral bar and standard of conduct, and to deviate from that standard significantly jeopardized a person's social standing. Briefly, the standards were so high that normal human beings would typically fall short, unless they hid some truths about themselves as Dr. Jekyll seeks to do. In this way, then, he is imprisoned by his society and held captive by standards that he cannot meet. This setting, then, of London in the 1880s could also be considered Gothic.
Although the streets of London and Soho where Mr. Hyde pursues his evil business recall the dark and seedy strains of the Gothic, the primary Gothic setting in the story must be Dr. Jekyll's laboratory building. A Gothic setting is often an old, decaying edifice, perhaps empty except for the supernatural creatures that haunt it, or a secret, forbidden wing or room in an occupied building. Jekyll's laboratory is a separate wing or building from his main home, and it is accessed through a courtyard. Stevenson foreshadows the final scene of the story when Utterson and Enfield, on their "usual walk," take the "back way to Dr. Jekyll's." There, standing in the "premature twilight" of the courtyard, they see Dr. Jekyll in an upper window. After a short, depressing conversation with him, they see his face change to an "expression of ... abject terror," and he slams the window down.
Later, when Poole comes to get Utterson, they make their way into the laboratory building. Its surgical theater is piled high with crates and bottles. There is a stairway leading to the locked "cabinet," a room from which agitated pacing, screams, and cries have been issuing for days. Poole has been leaving meals outside the door, and they are smuggled in when no one is looking. Orders for strange drugs appeared for Poole to fill. One day Poole found a disfigured dwarf digging among the...
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crates; the "masked thing like a monkey" ran away from the chemicals up the stairs and locked himself in the cabinet.
Poole and Utterson proceed to break down the door with an ax; they find Edward Hyde's body twitching from the last throes of death. They then explore the rest of the laboratory building, looking for the body of Jekyll. There are empty closets filled with dust and cobwebs and a spacious cellar filled with ancient "crazy lumber." A "perfect mat of cobweb" falls when they open the sealed entrance. They go back to the cabinet and analyze its contents, trying to figure out the mystery.
Stevenson's presentation of the laboratory as a Gothic setting enhances the "strange case" that Utterson must solve.
Typically, a Gothic setting is in that of a castle. While a castle is not always necessary, the atmosphere of a Gothic text is always mysterious ans suspenseful.
That said, the Gothic setting of The Strange Case of Dr. Jekyll and Mr. Hyde is one which takes place in London. Although not in a castle, like many Gothic texts, the setting her is more important based upon how the characters feel in the setting which they are in. The characters do not have to be in a castle to feel anxious, instead, the block of Soho is sinister in its own right.
In the opening of the novel, the setting is openly described as mysterious and worrisome:
Certain sinister block of building [which] bore in every feature, the marks of prolonged and sordid negligence.
Here, the buildings which surrounded the men are frightening enough to appeal to the Gothic nature of the story. Following the description of the buildings, Mr. Enfield tells Jekyll about a time he witnessed a man literally run over a little girl while walking.
Through these two descriptions, the reader can come to assume that a dark side of London is being used as the backdrop to the story. Therefore, the setting's dark, mysterious, and suspenseful nature is Gothic.