When I told him all the money was gone, he was absolutely horrified.

horrified 是动词 horrify 的过去分词形式，horrify 由词根 horror（恐惧、震惊）加上动词后缀 -ify（使...）构成，意思是"使极度震惊或恐惧"。在这里 horrified 表示"感到极度震惊的"状态。