You enter the movie theater to see a scary movie. Then all of a sudden during the movie, a monster bites off the head of a dog. This might be part of a horror movie. If you went to see a movie that was a thriller, there probably wouldn’t be as much gore and blood to it although there may be some. In horror movies, they are less concerned with character development and the plotline and more about finding ways to scare the audience.
There is also a lot of blood and guts in horror movies. In thrillers, the movie is trying to scare the audience psychologically. There may be some blood or guts, but it does not take over the whole movie. There may be only a little, but that is not the main focus like horror movies are.