But he was also keen to keep a lid on the celebrations by reminding his men they have one more big hurdle to overcome this weekend.
Workington Town, who finished the regular season in second, now stand between the Dons and a return to the Championship.
"Hats off to the boys, I'm so proud of what they've achieved up to now,” said Horne, whose side have now beaten Hunslet, North Wales and Keighley in the play-offs.
"But there's still eighty minutes of rugby league to play before we can get fully excited.
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"We've given ourselves an opportunity now.”
Doncaster trailed for the entire game but recovered from 26-12 down midway through the second half to win it courtesy of Liam Johnson’s final play try and Jake Sweeting’s last kick conversion.
"We made it hard work,” said Horne.
“We gifted them field position with our errors. We were probably a little ill disciplined so we couldn't build any pressure.
"In the first half I think we had two good ball sets and scored on both of those occasions.
"We knew if we got down there we'd create and give ourselves a chance but we just made hard work of it.
“But I can't fault the boys’ willingness to work hard for each other and stay in the game.
"To win it on the final play of the game is special.
“We’ve got a really good group here that want to work hard for each other and want to get better every week. That makes my job so much easier. I'm over the moon with the result.”He added: “With the way that we’d played we were probably expecting Keighley to hang on and get the result but our boys never give up.
"We spoke about that before the game. Just don't stop moving and keep yourself in plays. You never know. And that's what happened.
"They got us at our place and we managed to come here and get them here.”