Combine. In a large bowl, combine all your ingredients and then whisk together for 1-2 minutes or until your horseradish sauce has a smooth, creamy consistency.
2 Tablespoons prepared horseradish, 1/2 cup sour cream, 2 Tablespoons mayonnaise, 2 Tablespoons heavy cream, 1 Tablespoon dijon mustard, 1 Tablespoon apple cider vinegar, 1/2 teaspoon Kosher salt, 1/2 teaspoon black pepper, 1/4 teaspoon cayenne pepper