We consider the derivatives of Horn hypergeometric functions of any number variables with respect to their parameters. The derivative of the function in $n$ variables is expressed as a Horn hypergeometric series of $n+1$ infinite summations depending on the same variables and with the same region of convergence as for original Horn function. The derivatives of Appell functions, generalized hypergeometric functions, confluent and non-confluent Lauricella series and generalized Lauricella series are explicitly presented. Applications to the calculation of Feynman diagrams are discussed, especially the series expansion in $epsilon$ within dimensional regularization. Connections with other classes of special functions are discussed as well.