Horsey was born in Stockport, Greater Manchester. He had a successful amateur career, which included winning the 2005 Greek Amateur Championship and finishing as runner-up in the 2004 English Amateur. He turned professional in 2007 after representing Great Britain and Ireland at the Walker Cup. Horsey appeared twice as an amateur at the Challenge Tour's Oceânico Developments Pro-Am Challenge, held near his home, finishing in a tie for 13th in 2007. After turning professional, he played three more events on Europe's development tour, before he made his third attempt to win a place on the elite European Tour via qualifying school, but like his previous efforts, he failed to get through to the final stage. In his first full season on the Challenge Tour in 2008, Horsey recorded two victories, at the Telenet Trophy and the AGF-Allianz EurOpen de Lyon, and seven other top-ten finishes, as he ended the year on top of the rankings to graduate to the European Tour for 2009. During 2008, he also received several invites to full European Tour events, the highlight of which was his début appearance on the tour at the MasterCard Masters, where he finished in a tie for 5th place. In February 2009, Horsey collected the biggest cheque of his career by posting a final round 64 at the Maybank Malaysian Open to finish as joint runner-up, just one stroke behind winner Anthony Kang. He retained his card for 2010, finishing within the top 100 of the Race to Dubai. In June 2010, Horsey achieved his first European Tour win at the 2010 BMW International Open.