"I feel responsible," he tells local Portland, Ore., paper Willamette Week. "It's my job to protect him, it's my job to be there for him. I was there for him and someone got past and got him on my watch … It shouldn't have happened. We all trusted her."
Horman adds that "in a weird way" he almost wishes her alleged murder-for-hire plot against him would have gone through because then "[Kyron] would still be here."
Horman and Kyron's mom, Desiree Young, appeared at a press conference Friday, once again pleading with the public to come forward with any information they may have about the missing second grader.
"I've heard people say they're afraid to get involved. That makes me really emotional," Horman told reporters. "He's afraid. There's no fear that should override his."
Young, who told PEOPLE she believes Kyron is stashed somewhere, became emotional when asked how she's been coping since her son's June 4 disappearance. "Eight weeks is a hard marker to hit," she said, holding back tears.
Though the two said they couldn't elaborate on the ongoing investigation, Horman believes it has been "progressing" and that detectives are "going down all the right avenues."
Asked if they had personally pleaded with Terri Moulton Horman to cooperate with investigators, Kyron's parents said they had – but her reaction was "surprisingly cold," according to Young.
"I think anybody would do anything to keep our children safe," said Horman. "I wish there were a lot of things that were different so I could take on the burden he's going through right now."