The horns of a rhino are made of keratin, a kind of protein that also makes up the nails and hair of a human. This is unlike many other horned animals, whose horns tend to have a bony core. While Javan and Indian Rhinos only have one horn, the Sumatran and African species have two. In rare cases, some rhinos even have three horns!
Rhino horns have a number of uses; some cultures believe they have natural healing properties, while others use them for religious purposes. Sadly, it is because of its many uses that have made rhinos highly sought after by hunters. [2]

Sources:
1. https://en.wikipedia.org/wiki/Rhinoceros
2. http://www.pbs.org/wnet/nature/rhinoceros-rhino-horn-use-fact-vs-fiction/1178/