Deep Lake is a castle along the Wall. The castle was abandoned some time ago by the Night's Watch due to the order's manpower shortages. To the east of Deep Lake sits Queensgate and to the west is the Nightfort.
The castle is located seven miles east of the Nightfort where the Wall curves around the southern shore of a beautiful green lake; a tributary flows west to the Milkwater. Deep Lake was built during the reign of King Jaehaerys I Targaryen as a smaller, cheaper replacement for the Nightfort. Queen Alysanne Targaryen convinced the Night's Watch to replace the older castle. Deep Lake was paid for by Alysanne and built by the men that her husband Jaehaerys sent north.
A Clash of Kings
A Dance with Dragons
Lord Commander Jon Snow considers re-garrisoning Deep Lake or Sable Hall with wildlings under the command of Halleck, although neither castle is ready for human habitation yet. Jon later tells Torghen Flint that Deep Lake is garrisoned, although undermanned.