The relatively unknown up-and-comer lived up to his words on Saturday, holding off an experienced leaderboard to shoot a 2-under 70 and take a two-shot lead entering the final round.
Horschel finished second at last week's Houston Open, and he extended his PGA Tour-best streak of consecutive cuts made to 21 this week.
Still, the Florida native faces the daunting task of fending off a trailing pack that includes former major winners Jim Furyk, Rory McIlroy and Padraig Harrington if he's to earn his first PGA Tour win on Sunday.
Just don't try and tell him that.
"I've never been star struck out here," Horschel said. "... I respect all the veterans out here. I respect everyone that's put their time (in) out here.
"But at the same time, I'm as confident as I've ever been, and I feel just as good as anyone else in the world right now."
Horschel enters the final day with a two-shot lead over Furyk and Charley Hoffman. He's four shots ahead of a trio that includes former world No. 1 Rory McIlroy, who would like nothing better than to close out with a win Sunday on his way to next week's Masters.
McIlroy shot a 1-under 71 to reach 6 under overall. He tied for the low round on Friday with a 67, but he was inconsistent off the tee on Saturday and had four birdies and three bogeys.
The world No. 2 hit just 7 of 14 fairways for the second time in the tournament, continuing his trend of up-and-down play this year after an offseason equipment change.
He only signed up for the tournament late last week, in search of as many competitive rounds as possible before next week — which will mark the first major since his PGA Championship win last August.
Saturday's gusty Texas wind provided McIlroy with a far different challenge than he'll likely face next week at Augusta National.
"It was a tough scoring day," McIlroy said. "It was hard to really go low under par.
"... I probably should have been a couple better, but at the end of the day, it's still a solid round, and I still have a chance coming into tomorrow."
Ryan Palmer had the low round on Saturday, posting a 4-under 68.
Furyk, playing the course for the first time this week — and after rain limited his practice round to four holes on Wednesday — birdied No. 18 to cap a 3-under effort for the day and to reach Sunday's final pairing.
The former U.S. Open champion was consistent from tee to green, hitting 15 greens in regulation — a remarkable feat as the San Antonio wind switched to the south for the first time during the tournament. However, he took 31 putts after needing only 26 on Friday.
"It was funny to wake up and have the wind the dead opposite," Furyk said. "What I was hitting hybrid into Thursday and Friday, I'm hitting 9-iron today.
"I'm glad I got a couple rounds under my belt before that wind switched."
Furyk, McIlroy and Harrington, all former major winners, are each within five shots of the lead.
McIlroy opened with two birdies over his first three holes on Saturday, climbing to 7 under and within a shot of Horschel, who had yet to tee off.
However, he fell back to 4 under with bogeys on Nos. 4, 10 and 11 before closing with birdies on Nos. 12 and 14 to stay in contention entering the final round.
Horschel, meanwhile, had a similar up-and-down day as the weather warmed up and the strong wind picked up. He made five birdies, reaching as low as 11 under after a confident 6-foot birdie putt on No. 14 — one of only 23 putts he needed in the round.
Hoffman, playing in the final pairing with Horschel, briefly took the lead after a birdie on No. 8.
The two-time winner on tour went to 9 under after reaching the par 5 in two, and Horschel followed with a bogey for a two-shot swing that sent Friday's leader to 8 under.
It didn't take Horschel — in search of his first PGA Tour win — long to regain the lead for good, with another two-shot swing on the next hole.
"I didn't even know I fell out of the lead until someone just told me," Horschel said. "... I couldn't care less whether I was leading after eight holes or whether I'm leading right now.
"I knew that I was playing well."
The 26-year-old, who split his time between the PGA and Web.com tours last year, finished 147th on PGA money list last year. He earned his tour card with a fourth-place finish at Q-school, and he last missed a cut at the Byron Nelson last May.
Horschel has had a third-place finish at the True South Classic last June since then, and he closed with a final-round 66 last week to finish second to D.A. Points at the Houston Open.
His consistent play continued through the first two rounds at the Greg Norman-designed Oaks Course at TPC this week, posting 4-under 68s each day.
Saturday's round wasn't quite as efficient as the gusty wind on the 7,435-yard layout took its toll, but it was enough to put Horschel well within reach of his first PGA Tour win.
"I'm trying to stay loose," Horschel said. "I think I've learned in the past that the looser I am, the more it helps."
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