Horrillo turned professional with the Vitalicio Seguros team which included notable names such as Óscar Freire and Juan Miguel Mercado who would win three stages between them in the 2006 Tour de France.
Horillo blev professionel med Vitalicio Seguros-holdet, der dengang også havde store navne som Óscar Freire og Juan Miguel Mercado, der delte tre etaper mellem dem i Tour de France 2006.