I don't think horror necessarily entails a supernatural element, even though it often does.
I would classify both "Silence of the Lambs" and "Hannibal" as horror novels, featuring as they do mayhem, torture and cannibalism.
I recently read "Halfhead" by Stuart(?) Macbride, set in a post-apocalyptic, dystopian Glasgow. It was okay, the author has a knack for word usage which is sometimes interesting and ear-catching, other times simply annoying.