This is a story most probably by Lovecraft. A wizard kills the twin brother out of jealousy. That brother is trying to come back to take revenge.
Not Lovecraft but it was a Lovecraftian author. The story is The Return of the Sorcerer by Clark Ashton Smith.
The protagonist, Mr. Ogden (I don't think we learn his first name), goes to work as a PA for the sorcerer John Carnby. The usual Lovecraftian horror proceeds, and we eventually learn that John Carnby murdered his brother Helman out of jealousy:
He is stronger than I am — even in death, even with his body dismembered by the surgeon's knife and saw that I used. I thought he could not return after that — after I had buried the portions in a dozen different places, in the cellar, beneath the shrubs, at the foot of the ivy-vines. But the Necronomicon is right... and Helman Carnby knew it. He warned me before I killed him, he told me he could return - even in that condition.
But I did not believe him. I hated Helman, and he hated me, too. He had attained to higher power and knowledge and was more favored by the Dark Ones than I. That was why I killed him — my own twin-brother, and my brother in the service of Satan and of Those who were before Satan. We had studied together for many years. We had celebrated the Black Mass together and we were attended by the same familiars. But Helman Carnby had gone deeper into the occult, into the forbidden, where I could not follow him. I feared him, and I could not endure his supremacy.
Like most of Ashton Smith's work this has appeared in dozens of collections, many of which are unofficial. In this case I found it in the collection Emperor of Dreams from the Fantasy Masterworks series. I strongly recommend Ashton Smith's work to anyone who likes this genre, and Emperor of Dreams is an excellent collection that has all his best stories.