And yes, it does have an occult connection as it is considered to be a talisman or amulet (aka lucky charm). The use of amulets to bring luck, to protect, or for any other purpose, is referred to as “reprehensible” in the Catechism (See No. 2117) and is a violation of the First Commandment.
The Italian horn, also called a cornu, cornicello, or Devil’s horn, is worn mainly to protect against the “evil eye”. Historically, it is linked to Celtic and Druid beliefs and to worship of the Moon Goddess in ancient Italy. Ironically, the horn is often worn with a cross to give it “extra power.”
The wearing of an Italian horn, or any other object for that matter which is perceived to have special powers, is strictly forbidden.
According to the Catholic Encyclopedia, “The reliance placed upon amulets, like other forms of superstition, grew out of popular ignorance and fear. With the coming of the Christian religion therefore, it was destined to disappear. It would have been too much, however, to have expected the victory of Christianity in this matter to have been an easy and instantaneous one. Hence it is intelligible that in the newest converts from paganism there remained a disposition, if not to cling to the forms they had of necessity abjured, at all events to attribute to the Christian symbols of worship something of the power and value of the amulets with which they were so generously supplied in heathenism.”
This means that one can also use a blessed religious object in a superstitious manner as well, such as wearing a cross not because we believe in the power of Christ over evil, but because we think the object itself has some kind of power. Putting statues in the window to ward off bad weather, burying a St. Joseph statue upside down to help sell a house, placing nine copies of novena prayers in nine churches in order to receive an answered prayer are all examples of how superstition can turn religious objects into amulets.
The Most Reverend Donald W. Montrose, Bishop of Stockton, California, explained how superstition manifests itself in our times in his pastoral letter, “Spiritual Warfare: The Occult has Demonic Influence.”
“It doesn’t matter if there are statues, holy water, crucifixes, prayers to Jesus, Mary and the saints, if there is any superstitious practice it is evil. . . . . We must be careful not to use religious medals or statues in a superstitious way.
“No medal, no statue, nor religious article has any power or luck connected with it. A medal, statue or candle is only a sign of our prayer asking the saint to intercede with God for us. All worship is given to God and to Him alone.”