Quit/Exit to Game's Main Menu (Horizon 4)

Hi all,

I’m very new to Horizon series and never played this series before and just recently bought Horizon 4. Can anyone tell me how to quit the game without going to Xbox home screen? Thanks

There’s no menu option to quit the game, just the Xbox method:
https://support.xbox.com/en-US/xbox-one/apps/how-to-close-xbox-one-app-or-game

Start by pressing the Xbox button to open the guide.
Verify that the game or app you wish to close is highlighted from the mini-guide on the left side of the screen, and then press the Menu button on your controller.
Select Quit.

I’d also strongly advise waiting for the autosave graphic near the speedometer to appear and vanish before pausing the game, and only then doing as Max has suggested. Otherwise you risk corrupting your save.