Well, you could make the protagonist act like what he's doing is okay when actually it's bad...like murder. Similar to an Edgar Allen Poe character, the protagonist would be leading the reader through lies and deceit.
Also, you could make the protagonist "hear" things that are not actually happening to make it seem like he's going insane. For example, the protagonist could be saying he's hearing constant heart beats right next to him but really there's nothing but silence. And the only reason he hears that noise is because he just killed someone.
Good luck! Hopefully you can come up with some good story!