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Though the horn defense was never shown, it is considered very powerful, as Tigress described it as being "impervious to any technique". It is likely only used by horned fighters.
Po and the Furious Five were shocked to hear of Thundering Rhino's death, with Tigress mentioning that Thundering Rhino's horn defense was "impervious to any technique", likely meaning it was thought to be flawless. Thundering Rhino possibly used horn defense after confronted by Shen and his weapon, but was ultimately no match against it.