Horsfield moved to West Brom from the Latics for £1 million just under two months ago and has bagged four goals in his last three outings making him the first Albion player to win one of the PFA's monthly awards since team-mate Scott Dobie won in September 2001.
"The main thing is the team and we have won two and drawn one of our last three games now," he said.
"When I joined, the side were going through their worst patch of the season but we have all worked hard and every side in a season has a blip.
"We had ours in early January but hopefully we can kick on now. We have come through a bad patch but we have still stayed second which shows how good we are."