It can be found in Frossel on the island of Solstheim. It is located in the tunnel that leads to the main chamber of the cave. Whilst walking down the tunnel, around the middle, look to the left. In a little alcove stands a chest. Partially in the snow, to the left of the chest, lies the Imperial War Horn.
- If the Stormcloaks are sided with during the Civil War, an Imperial Soldier can be seen using the Imperial War Horn during "The Battle for Fort Sungard" and "The Battle for Fort Snowhawk." However, the War Horn cannot be looted from his corpse.