He was speaking on tonight's Off The Ball ahead of the All-Ireland final this weekend
Mayo will face as much a psychological battle with themselves as a physical one with Dublin this Sunday in the All-Ireland football final.
Numerous Mayo teams have come to Croke Park and lost since they last won the crown in 1951 and will look to overcome the hoodoo that follows them on All-Ireland final days.
Speaking on tonight's Off The Ball, James Horan recalled his most disappointing loss in an All-Ireland final as a player having taken part in two during the 1990s.
"I think in 1996 when we were playing, we were five or six points up and going strong," he said. "You know, we made a couple of basic mistakes and the momentum changed and went away from us.
"Meath, through Trevor Giles and co, came back strong at us and drew the game. They obviously beat us in the replay.
"It was one of those ones that were very, very close. It could have gone either way, but just didn't go ours. That was tough.
"In the final in 1997 we played very poorly that day, it was just one of those things. Maybe our prep was off but collectively we were poor. Kerry were less poor than us, they weren't great either. Obviously Maurice [Fitzgerald] had a great day.
"I think every game you play, you learn and figure stuff out and find a better way to do stuff or a better way to prep. Each game that you play, regardless of the outcome you look at a few key things that you can improve on and look at a few things you did well to try and enhance those further.
"Every prep for a big game is important and that you reflect on and learn from the performance. I think this Mayo team now certainly have benefited from that."