Over the past 5-6 years I've been more into non-fiction that's written as if it's prose, and one of my favorite books that reads like a novel is Catherine the Great by Robert Massie.

Here's an excerpt from page six (worth noting that Catherine's birth name is Sophia):

"The bitterness only hints at Sophia's enormous resentment against her mother. The harm done to this small daughter by Johanna's open display of preference [to her brother] marked Sophia's character profoundly. Her rejection as a child helps to explain her constant search as a woman for what she had missed. Even as Empress Catherine, at the height of her autocratic power, she wished not only to be admired for extraordinary mind and obeyed as an empress, but also to find the elemental creature warmth that her brother--but not she--had been given by her mother."