Deep Lake is a castle located along the Wall to the west of Castle Black and was raised by the Night's Watch to replace the larger and more expensive Nightfort. It is not manned by the order at the time of the series.
In the books
In the A Song of Ice and Fire novels, Deep Lake was first built during the reign of King Jaehaerys I Targaryen as a smaller, cheaper replacement for the Nightfort, which had fallen into disrepair. Queen Alysanne, who had flown on her dragon Silverwing to visit the Wall, convinced the Night's Watch to replace the older castle. Deep Lake was paid for by Queen Alysanne and built by the men that her husband Jaehaerys I, sent north. To the east of Deep Lake sits Queensgate.
Deep Lake is one of the empty castles of the Watch that Jon intends to open and garrison with wildlings, under the command of the Watch officers. It is not currently fit for human habitation. Eventually Deep Lake and four more of the abandoned castles (Icemark, Long Barrow, Sable Hall and Greyguard) are garrisoned by wildlings, though badly undermanned.
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