I never thought to compare these two books! However, I do think that in some ways both books are about outsiders. Each has a character that does not fit into the wider social structure. In each case, there is use of imagination or fantasy to escape reality.
I love both of these books, and I think that although the audience is different, both of them do have many similarities. First and foremost is the setting -- the moors of Yorkshire, which play a large role in creating the atmosphere of the novels.
Even some of the characters are similar. I see a lot of similarities between Mary (Secret Garden) and Cathy (Wuthering Heights). Both are very sullen, bratty children, and they grow as characters throughout the novels. There are also male characters that wander the moors and are a bit "wild" -- Dickon in Secret Garden, and Heathcliff in Wuthering Heights. Both of these characters are also of a lower social class than the female main characters, and something about their "wildness" and connection to nature fascinates the girls.
A case can even be built for the language used in the novels, which is very flowery and descriptive.
I've found in this article one of the most comprehensible comparison of those two masterpieces of literature. You should check it out!