Horna formed in late 1993 under the name Shadowed, formed by vocalist and guitarist Shatraug and guitarist Moredhel. The name was changed to Horna when drummer Gorthaur joined the band in 1994. Horna did not start recording until early 1995. The first demo, Varjoissa, was released in September that year and sold out. In 1996, Nazgul von Armageddon took over vocal duties and the band recorded their first full-length album Hiidentorni in January 1997, resulting in a deal with the Greek label Solistitium Records. The band continued to release albums under this label through June 1998, when Moredhel and bassist Skratt left the band. Bassist Thanatos replaced Skratt soon afterwards, and Moredhel re-joined that August. In 1999, the band signed to Norwegian label Oskorei Productions for a vinyl-only release of the band's third album, Haudankylmyyden Mailla, and the band released a series of limited vinyl-only EPs and split albums through most of the early 2000s, with full-length studio albums coming out in the latter half of the decade. In 2002, Nazgul von Armageddon left the band, leaving vocal duties to Corvus. In July 2003, it was announced that guitarist Aarni T. Otava had left the group. Horna cited the loss of "dedication" as the reason behind his departure, and revealed that Horna's performance at 2003's Tuska Open Air Metal Festival would be their last with Otava handling guitar duties. In 2008 Horna embarked on an American tour. They played their first American show on Halloween 2008 at "The Black Castle" courtesy of underground promoter Chris "Hate War" Wood.
The name "Horna" is Finnish for "abyss" or "hell". It was chosen because, to Shatraug, it sounded harsh and powerful.