In this essay I explore the profound and specific fastening of horror to the Anthropocene by considering both scientific and philosophical responses to our contemporary moment. I then take Cormac McCarthy’s The Road as a case study of the Anthropocene horror story, analysed in relation to the four stages of horror as defined by John Clute. This close reading of the The Road reveals a problem with the horror of the Anthropocene: just like the road down which the man and boy travel, it takes us nowhere. I end with a critical engagement with Donna Haraway’s coinage of an alternative descriptor – the Chthulucene – arguing that it remains haunted by horror. I conclude that the challenge remains to think the affect of the horror of the Anthropocene whilst conceiving of stories that will move us beyond it.