Many people know H.P. Lovecraft for his Cthulhu mythos and generally assume anything with tentacles is of his work. He is widely known as a horror-fiction author, which is entirely true, but he does much more than that
Much of his work, at the time, dealt with what was considered science fiction. He tackles such things as alchemy, space travel, magic, mythological beings, fictional medical practices, great fictional kingdoms, and even alien beings.
Personally, I would consider Lovecraft sci-fi before sci-fi was really a thing (his work dates around 1910-1920), but I can understand that many people misunderstand Lovecraft, and to my knowledge there is no horror SE.