Ricciardo's race last just eight laps until he pulled over at the side of Turn 11 with a terminal vehicle problem.
"It was a crying shame for Daniel and I feel so sorry for him", Horner told Sky after the race.
'It was an identical issue to that which he had in Bahrain where it was a complete shut down.
Despite a strong start, Ricciardo's race came to a rude end when his RB14 lost all power halfway through the hairpin at Turn 11.
Ricciardo, who leaves Red Bull for Renault next season, was battling for a possible podium finish when he was forced into retirement.
Ricciardo's team-mate Max Verstappen managed to finish in second place, while Finnish driver Kimi Räikkönen took first.
"He has just taken his frustration out in his room by putting his fist through a wall and you can totally relate to that".
"I hope no more penalties, we should have enough components for him not to".
It was the other way around past year with Max (Verstappen) but as Renault's premier driver I think you wouldn't expect these issues to be happening. "He knows it's not the team's issue, he knows it's nothing we have done and he can not get his head around why it keeps happening to him".
"I'm sure he'll be having a word with his future employers about it - it's so frustrating to keep losing him from races at the moment", Horner added.
"The way the last few races have been this year, obviously, it would be nice to see them improve every race", he said.
"It [finishing second] was a bit unexpected but we had a good start", he said.
"I don't think in qualifying we will have a chance but in the race I think we seem to be working a lot better so I expect us to be better than Austin".
The Australian has experienced some relative success this season, winning two Grands Prix in Monaco and China respectively.