Hornbeak, from Arlington (Texas) Grace Prep, averaged 5.4 points and 2.1 assists during his two seasons with the Sooners.
"It is always disappointing when a player leaves a program," Kruger said in a press release. "But we all wish the very best for Je'lon."
Hornbeak started 29 games as a freshman but was relegated to coming off the bench last season. Hornbeak injured his foot before the season began, allowing freshman Jordan Woodard to step into the starting role.
Hornbeak also missed four games during the nonconference part of the schedule with a broken bone in his left foot.
Following a rough start to conference season, Hornbeak came alive in the last 10 games of the season, averaging 6.8 points and 3.4 assists per game during that span.
"I met with Coach Kruger, and he was understanding of my desire for a fresh start," Hornbeak said. "I appreciate all my teammates. That bond is strong. All the coaches are trying to help me get to wherever I want to go."
Hornbeak said he will go through the recruiting process one more time and didn't have any hard feelings toward his two years at OU.
The Sooners, meanwhile, are back on the recruiting trail to search for another guard. The late signing period begins Wednesday, and it's clear it's back to work for Kruger and his assistants.
"We learned about this decision this morning, and even though it's late in the recruiting game, we'll try to add a player at his position," Kruger said.
OU returns four starters from a team that went 23-10 last season, earning a No. 5 seed in the NCAA tournament and finishing second in the Big 12 conference.