Horn was born in Nordenham, near Bremen. He came from a troubled family. His once-prosperous stepfather became an abusive alcoholic after his fortunes declined. As a boy Horn sought solace in the company of animals, especially his wolf-dog, Hexe. He also visited the local zoo, where he helped with feeding the animals and cleaning cages.

At thirteen Horn became a bellboy on the Bremen, where he saw Siegfried Fischbacher's magic act and suggested that he make a cheetah instead of a rabbit disappear. When Fischbacher agreed to do so, Horn smuggled a cheetah out of the zoo and onto the ship. The captain was concerned about the danger posed by the wild animal, but passengers liked the show, and so Fischbacher and Horn were allowed to continue their performances.

He now performs together with his partner Siegfried as "Siegfried & Roy" in Las Vegas.