"I've had to leave because of a private family matter back home," Horton told the club's official website.
"For me there is only one thing which comes before this football club - my family. That is the sole reason I'm going home.
"I ask people to respect my privacy while I handle it, as it is not a short-term matter.
"I'm extremely grateful for the compassion and understanding I have received from (chairman) Massimo Cellino and (head coach) Steve Evans.
"They have been absolutely top drawer about it.
"I'm very grateful that they understood and I wish them nothing but the very best going forward."
Horton, who started out in the UK with Peterborough before joining Cardiff in August 2014, was on the bench for Leeds' last seven league matches, but did not make a senior appearance for the club.