The Netherlands international, who is currently on a season-long loan at the German club, has not featured for the Royal Blues since November because of hamstring and thigh injuries.
"I assume he will be leaving us," Horst told Bild. "Ibrahim is still in treatment in the Netherlands.
"The rehabilitation is co-ordinated with us, we are informed about everything. Of course it is a great pity that he has not been around so far.
"We as a club are registered for the season, for us the identification of a player with the club is very important. Injured players attending our home games is not mandatory, the initiative must come from the professionals themselves."
Afellay joined Barcelona from Dutch giants PSV Eindhoven in January 2011.