The 35-year-old, who has been convicted of nearly two dozen previous crimes, did not enter a plea at Monday's hearing before Judge Kathy Bradshaw Elliott in connection with the attack on Dr. James Goldenstein and his wife, Betty.
Horrell has been charged with first-degree murder, attempted murder, home invasion and residential burglary.
Authorities say Horrell committed the crime less than 48 hours after he was released from state prison where he was serving six months for violating his parole for a 2009 burglary and forgery conviction. He claimed he slashed his own throat before telling police he killed two people.
"In the early morning hours on October 12th, which was Friday of this week, the police were notified to go to the residence of the deceased," Jamie Boyd, Kankakee County state's attorney, told the judge.
"I haven't spoken with him, I'll meet with him Monday, make an assessment of his mental state certainly. But I have no idea, I haven't even talked to him and, again, I haven't seen any evidence," said Lawrence Beaumont, defense attorney.
The Illinois Department of Corrections says that Horrell was not released early and that he was an offender who was eligible for release by a day-by-day credit, which is a state statute.
Meanwhile, some Kankakee officials remain critical of an Iroquois County judge who lowered Horrell's bond in an unrelated burglary. They say if that had not happened, he still would be behind bars.