The 30-year-old admitted the manner of defeat had been hard to take on such an emotional day.
But he refused to now bring the curtain down on his Warriors career with a whimper as he instead looked for a positive finish at Franklin's Gardens against the impressive Saints.
"It's not the end I wanted or any of the players who are leaving wanted," said Horstmann, after the loss to the Exiles.
"The first half was very disappointing and we gave ourselves too much to do, we won the second half but that doesn't count for much and the end result is the same.
"I think the Exeter defeat had clearly taken it out of us and the first half was maybe somewhat of a hangover from that, we didn't get started as we would have liked.
"It's now vital we get ourselves together, regroup over the next two weeks and make sure we perform when we go to Northampton, as you have to be at your best there."
Horstmann signed hundreds of autographs at the end of the game as fans lined the outside of the pitch to meet the departing back row.
And he admitted the reaction from fans - and the ovation he received when we was introduced to the crowd before kick-off - had been genuinely moving.
"The fans here are fantastic and I will miss them," he added. "I'm just disappointed we couldn't get the result they wanted on the final day.
"Now it's vital we don't just let the season come to an early end. We need to keep going and there is no better place to do that than Franklin's Gardens."