In a medium-sized mixing bowl, add the mayonnaise, ketchup, and horseradish.
Whisk together until smooth.
Add the sugar, lemon juice, vinegar, mustard, cayenne pepper, and salt.
Mix well to fully combine the ingredients.
Cover the bowl with plastic wrap or transfer the sauce to a container with a lid.
Chill in the refrigerator for at least 1 hour for the flavors to develop.
Taste the sauce after chilling and adjust the seasoning if needed.
You might want a bit more cayenne for extra heat.
Serve the zesty sauce with your favorite finger foods like onion rings or french fries.
It’s also fantastic as a burger topping!