According to Clinton Assistant Police Chief Sonny Lynch, Horn was killed at 11:15 a.m.
"He refused to surrender and he was armed," Lynch said. "He presented a weapon and threatened the team with it and they fired upon him, killing him."
Police are not looking for any additional suspects in connection to the case. The Sutton family has been notified of Horn's death.
A police task force came to the home, which is owned by the Missouri Conservation, after a tipster told police Horn was known to visit the location several times.
Horn's body will travel to Kansas City, Kan., for the autopsy.
Former FBI agent: Horn's end was predictable
Retired FBI agent Michael Tabman is not surprised at the way Horn's life end.
Tabman, who worked for the FBI for nearly 25 years, said Horn fit the profile of someone who would die in a shootout with police, rather than be arrested or take his own life.
"He couldn't handle the fact he was under the control of law enforcement," Tabman said. "He didn't have the nerve to take his life and he forced police to do it for him."
Tabman said Horn's criminal profile could be found in the crimes he's accused of committing.
"He likes to be in complete domination of the victim," Tabman said.
Residents near area react to Horn's death
The Horn case has gripped two communities in Missouri: Clinton and Sedalia.
On Saturday, the scope expanded to the Kearn Wildlife Area in Green Ridge, Mo.
Robert Wenig lives near the area.
He said he had prepared for an altercation with Horn just in case he attempted to break in his home.
"I kept my gun loaded and kept it with me when I was around the house and beside my bed," Wenig said. "I'm just relieved. Relieved they got the guy and everyone can breath a sigh of relief."
The long search is over
Police had been seeking Horn since late April when Sandra Sutton escaped from a locked box inside Horn's home.
Horn was charged with kidnapping in connection to that incident.
On May 21, the manhunt for Horn intensified after he was considered the only suspect in the homicides of Sandra Sutton and her 17-year-old son, Zachary Wade Sutton.
Police nationwide will continue searching for double homicide suspect James Horn on Friday.
An National Crime Information Center (NCIC) alert was issued Friday morning nationwide for Horn.
Horn is the suspect in a double homicide that happened Thursday morning. Sandra Kay Sutton, 46, along with her 17-year-old son Zachary Wade Sutton, were found dead in Clinton on Thursday. Sandra Sutton was the woman Horn is accused of locking up in a wooden box for four months.
Sonny Lynch, assistant chief of police for the Clinton Police Department, said preliminary autopsy results show the victims died from gunshot wounds.
Horn is a white male, roughly 6'0" tall and 180 lbs. He has brown hair, brown eyes and an average build. If you know of his whereabouts, call 911. He is considered armed and dangerous.
The current photo being circulated of Horn was scanned in January 2012 as part of his addition to the Missouri Sex Offender Registry.
Clinton police believe he may have a different appearance. Police believe he may have a fuller mustache or a full beard/goatee.
With the help of donations, the Pettis County Crime Stoppers is offering a $5,000 reward for information leading to the arrest/capture of Horn Jr.
They ask anyone with information regard Horn Jr. to call the TIPS Hotline at 660-827-8477.
Lynch said at a Friday morning news conference that the FBI has not been contacted yet.
"They are not part of the investigation at this time," Lynch said. "If we need their resources, we will contact them."
Lynch said the department worked some leads overnight. They also processed DNA evidence from the vehicle they believe Horn was driving.
In terms of where Horn is, Lynch did not dismiss the possibility of the suspect still being in Sedalia, particularly the wooded areas of the city.
Lynch added that Horn, who is a military veteran, may have skills that allow him to stay on the run. He is an avid outdoorsman, and Lynch asked residents to keep an eye out around campgrounds and lakes for Horn Jr.
"He's a veteran of the Marines," he said. "There's a skill set one might learn that would help him."
While police are not seeking a second suspect at this time, Lynch said there is a belief Horn may be receiving assistance from someone.
"We feel like there is someone helping him," Lynch said.
Sedalia Police Chief John DeGonia told 41 Action News Friday morning that extra patrol cars are still on the scene at E. 15th Street in the city. He said they will remain there until Horn is caught.
The police department says no cars have been stolen within city limits on Friday.
Like the Clinton Police Department, law enforcement officials in Sedalia believe Horn is receiving assistance. They are actively working to find him or her, a representative from the police department said.
Preliminary autopsy results are expected today for the two victims. The autopsies are being conducted by the Jackson County Medical Examiner.
Sedalia, Mo., police searched multiple homes in Horn's neighborhood on Thursday, but were unable to track him down.
More details about Thursday's events in Clinton and Sedalia
The victims were found just before 4:30 a.m. Thursday at 7176 E. Franklin Street in Clinton, Mo.
Horn, the man accused of kidnapping and locking Sutton up in the box, is the suspect in the case, according to the Clinton Police Department.
Lynch said the son was found on the stairs and Sandra Sutton was discovered in a bedroom.
"They were discovered by family members who were working on the overnight shift," Lynch said. "They had been away working when this happened."
Lynch said he doesn't know of any signs of forced entry at the home where Sutton and her son were found shot dead. Police believe Horn killed them and then fled to the home in Sedalia where Sutton told police Horn held her captive.
Authorities surrounded three homes, including Horn's home, in Sedalia Thursday in their search. At 4 p.m. on Thursday, SWAT teams had searched the homes and found no sign of him. He is still at large.
In the immediate aftermath of the homicides, some wondered why the family was not under some type of protection.
On the issue of police protection for Sutton following her escape, Lynch said the police department was unaware she lived in Clinton after Sutton and her son moved in with her brother.
"We did not know she was living in our community," Lynch said. "We're still investigating those details. We were not notified that she was in our community."
According to Lynch, victim advocacy groups in both Sedalia and Clinton recommended to Sutton that she should get protection from police.
However, she said no, Lynch said.
"She was advised by victim advocates to get a protection order," he said. "She felt she was safe. She did not want to take that advice."
Lynch added that he's unsure if the protection order would have made a difference in this case.
Horn was aware of the home's location because they all worked together. Horn knew which family members worked which shift, Lynch said.
After the murders, police believe Horn stole the car located at the home in Clinton. More than 30 investigators were on the scene in Clinton.
Horn's past crimes extend to Tennessee, Kentucky over decades... why was he eventually released from prison?
This was not Horn's first run-in with the law, and his past crimes are being taken into account during this current manhunt.
WMC-TV in Memphis, Tenn., reports Horn Jr.'s ex-wife was advised by police after the Clinton shootings to move to a safe location. WMC-TV reports 20 years ago, Horn Jr. threatened her life, and federal agents helped keep her safe.
He spent over a decade in prison for kidnapping and raping his wife. He had also spent three more years in a prison for raping and kidnapping a second woman he had previously dated for five months.
In 2011, Horn fought the special designation. Despite testimony from a pair of psychologists, a judge wrote that they'd failed to convince the court that Horn had a personality disorder or posed a high-risk of re-offending. Horn was released from prison in December 2011.
Due to the nature of his crimes, he was supposed to be supervised release by law enforcement and he was required to register as a sex offender.
In this latest case, prosecutors charged Horn with kidnapping, armed criminal action and unlawful use of a weapon.
Sedalia police surround homes
Sedalia police blocked off a home on the 800 block of E. 15th Street, the location of Horn's home where he kept Sandra Sutton locked up in the box.
Police arrived at Horn's home around 5:30 a.m. Thursday.
Several times, police requested Horn to come out with his hands up. They never received a response.
Other nearby homes were also searched. A robot and a SWAT team took down the front door of another home where Horn was thought to be at about 2:30 p.m. and went inside. The home turned out to be vacant.
As of 4 p.m., SWAT teams cleared the three homes, including Horn's, and didn't find him.
No other suspects have been indicated at this time, police said during an afternoon news conference.