"He's got to make his mind up with his agent and his wife if he wants to come to England or go to Italy."
Sampdoria are believed to be the Italian club interested in Mendy, but Hull are confident they can persuade him to sign for them.
Horton said: "You're always confident because you try and sell the club and show them around but at the end of the day it'll be with the agent and the player [to make a decision].
"I think a lot of the foreign players do want to play in the Premier League so we've given him the opportunity to play there for Hull City."
Mendy started his career as a youngster at French club SM Caen before joining PSG - the club he supported as a child.
"He's just a quality player. Phil obviously knows him from his Bolton days and that's what we want to add to the squad," added Horton.
"It's no good just getting names for the sake of it if they're not going to improve the squad because we have got some good players already."