COPENHAGEN, 21 Aug 2015, (AFP) - The 30-year-old had led by one shot overnight after an opening eight-under-par 63 and he was immediately into his stride in the second round with a birdie on the first.
He picked up another shot on the fourth and although he gave it back on the next, an eagle on the sixth took him to 11 under for the tournament.
Back-to-back bogeys on the ninth and tenth put the brakes on his progress but further birdies on the 11th, 15th and 17th saw him to a 67 and 12 under for the tournament.
"I've been really sticking to my strategy well and just focusing on myself," said Horsey.
"You've got to enjoy it -– you're not going to turn down leading a golf tournament heading into the weekend."
Horsey's compatriot John Parry also carded a 67 while Richard Green of Australia finished on a 65 for the second round for a share of second spot at nine under.
Meanwhile, Denmark's world number 658 Andreas Harto missed the cut on five under but was still celebrating after proposing to his girlfriend on the 16th green.
The 27-year-old made a birdie, then gestured to his stunned girlfriend who was watching from the sidelines and got down on one knee before plucking a jewellery box from his pocket.
The couple embraced on the green much to the delight of the packed gallery.
Leading second round scores in the Made in Denmark European Tour event at the Himmerland Golf and Spa Resort, Farso on Friday (GBR/IRL unless stated, Par 71):
130 - David Horsey 63 67
133 - John Parry 66 67, Richard Green (AUS) 68 65
134 - Terry Pilkadaris (AUS) 66 68, Bradley Dredge 66 68
135 - Peter Lawrie 66 69, Oliver Farr 64 71
136 - Daniel Gaunt (AUS) 69 67, Eduardo De La Riva (ESP) 68 68, Mads Sogaard (DEN) 68 68, Chris Paisley 68 68
137 - Soren Kjeldsen (DEN) 66 71, Paul Lawrie 65 72, Rikard Karlberg (SWE) 69 68
138 - Magnus A Carlsson (SWE) 70 68, Lasse Jensen (DEN) 67 71, Jason Scriverner (AUS) 69 69, Graeme Storm 66 72, Florian Fritsch (GER) 68 70, Paul Peterson (USA) 71 67, Tom Lewis 68 70, Martin Ovesen (DEN) 68 70, Marc Warren 71 67, Thomas Bjorn (DEN) 69 69, Michael Jonzon (SWE) 70 68, Chris Doak 68 70
139 - Jean-Baptiste Gonnet (FRA) 67 72, Shiv Kapur (IND) 69 70, Darren Clarke 69 70, Morten Orum Madsen (DEN) 68 71, Oliver Fisher 70 69, Robert Karlsson (SWE) 69 70, Justin Walters (RSA) 71 68, Simon Thornton 69 70, Adrian Otaegui (ESP) 71 68, Matthew Fitzpatrick 69 70