Gothic fiction usually revolves around supernatural and often horrific events. It also contains a good deal of mystery and suspense. The supernatural is introduced in the exposition of the short story "The Monkey's Paw" when Sergeant Major Morris produces the paw which he claims has the unusual power of granting three wishes to its possessor. Of course, there is a sinister element involving the paw as Morris tells the Whites a man who had been granted two wishes by the paw used his last wish to ask for death. Nevertheless, Mr. White buys the paw from Morris and wishes for enough money to pay off his house. True to form, horror is introduced into the story as Herbert witnesses strange and "horrible" faces in the fire and the next day winds up dead when he is fatally maimed in an accident at his work.
Suspense and mystery pervade the last part of the story after Mr. and Mrs. White wish for Herbert to come back to life. It is a dark and cold night, and when Herbert doesn't appear immediately after the wish, Mr. White is initially relieved—until he realizes that Herbert had been buried two miles away and was mutilated in the accident. He understands that he has wished not for his son but for the return of what is now a hideous walking corpse. In the suspenseful climax of the story, Mr. White anxiously fumbles for the paw to make his last wish as his wife prepares to let the thing, which was once their son, into the house. The loud and incessant knocking of the monstrous entity also adds to the suspense of the scene. Eventually, Mr. White finds the paw and wishes his son away.
To me, there are at least a couple of aspects of gothic literature in this story. They are A) horror and B) a focus on the supernatural or imaginary rather than on things that can actually happen in our world.
If you think about this story, it all revolves around the idea that this monkey's paw could actually have the power to grant wishes. It has a spell put on it that allows this to happen. This is clearly supernatural.
Next, look at what happens to the Whites in this story -- very horrible, right? There is an atmosphere of horror as soon as the paw comes out. Then we have Herbert dying and, at the end, the implication that Herbert has come back as some sort of zombie or something.
So we have horror and the supernatural -- major aspects of gothic literature.