Both novels are Gothic, and the Gothic genre involves the manifestation of passion, evil, the supernatural, horror, and darkness throughout the story. Dorian Gray is slightly more supernatural than Wuthering Heights.
The main characters, Heathcliff and Dorian are near- sociopaths. Although Heathcliff came from poverty as an orphan, he still grew up a dangerously ambitious and cruel man. He is etremely vicious and cruel to his wife, and keeps Catherine as a lover. However, they are only fascinated by each other because they are hedonistic and narcissistic.
Dorian is, of course fascinated by himself as well, and when he sells his soul to keep himself forever young, he also became more and more cruel and evil to others. Similarly to Heathcliff, he was cruel and evil to the actress whom he had proposed to marry. So cruel, in face, that she killed herself- as did other mysterious and non-identified characters in the story- on account of Dorian's destructive presence and corrupt nature.
Both novels are also similar in that they distinguish the social classes and mention their differences throughout the story, and that they are both began, developed and ended with the death of the biggest moving force, which in each novel are Heathcliff and Dorian.