He was also a talented sportsman, having previously played on the English national cricket and football teams.

A keen golfer, in 1901 he commissioned the architect Edwin Lutyens to design a holiday home on a site adjacent to Muirfield golf course on the East Lothian coast.

Originally known as High Walls, the house was designed in Lutyens' Arts and Crafts style.

[1] In 1905 the house was sold by Lyttelton to Evelyn Forbes, the Scots socialite wife of American railroad magnate William Dodge James.

Horlick left the property to his daughter Ursula and her husband Colonel John Weaver, and in 1948 they converted the house into a hotel.