Thrillers are novels where interest has to do with visceral excitement--suspense, chases, danger, gunplay, fear. The term "thriller" overlaps with other genres. Wikipedia's article, https://en.wikipedia.org/wiki/Thriller_(genre) , is good. Perhaps I can make it clear with an example. If you are reading a detective story and you are really interested in who committed the crime and how the detective is going to put together the clues, it is not a thriller. If the detective is constantly shooting at people and being shot at, and people are constantly being captured or threatened or put in jeopardy, and there are mysterious phone calls and dead bodies--and what you really enjoy is the atmosphere and the excitement--it's a thriller.

Horror evokes a feeling of disgust. Thriller evokes a feeling of excitement.