As a senior at Andalusia High School, Horry won the Naismith Alabama High School Player of the Year award. He attended the University of Alabama on a basketball scholarship, where he selected to the All- Southeastern Conference, the SEC All-Defensive and the SEC All-Academic teams.

Horry was selected 11th overall in the 1992 NBA Draft by the Houston Rockets. He spent his first four seasons with the Rockets, helping them win the NBA Championship in 1994 and 1995. Horry set the individual NBA Finals record with seven steals in a game and five 3-pointers in a quarter.

Horry was traded to the Detroit Pistons in 1994. He went on to be a key member of the Rockets' title teams and began to lay the foundations for his "Big Shot Rob" reputation with a game-winning jumper in the final seconds of Game 1 of the Rockets 1995 Western Conference Finals series vs. the San Antonio Spurs and adding a crucial basket in a 106-103 win in the NBA Finals Game 3 against the Orlando Magic.

In 1996 Horry was traded to the Phoenix Suns, where he spent a season before another trade led him to the Los Angeles Lakers. Horry was a member of the Lakers when they won three consecutive NBA championships (2000, 2001, and 2002), and he added to his reputation for coming up with clutch playoff baskets when the Lakers needed them most.

Over the Lakers' three-year run, Horry made a game-clinching three-pointer in at least one game in four straight playoff series.

Following the 2002-03 season, Horry signed with the San Antonio Spurs, who, with his help, would would eventually win the 2005 and 2007 NBA Finals. After the 2007–08 season, Robert Horry became a free agent but went unsigned, marking his last pro season.