Horseradish is a globally well-known and appreciated medicinal and aromatic plant. The health benefits of this plant have been appreciated in traditional European medicine since ancient times. Various studies have investigated the remarkable phytotherapeutic properties of horseradish and its aromatic profile. However, relatively few studies have been conducted on Romanian horseradish, and they mainly refer to the ethnomedicinal or dietary uses of the plant. This study reports the first complete low-molecular-weight metabolite profile of Romanian wild-grown horseradish. A total of ninety metabolites were identified in mass spectra (MS)-positive mode from nine secondary metabolite categories (glucosilates, fatty acids, isothiocyanates, amino acids, phenolic acids, flavonoids, terpenoids, coumarins, and miscellaneous). In addition, the biological activity of each class of phytoconstituents was discussed. Furthermore, the development of a simple target phyto-carrier system that collectively exploits the bioactive properties of horseradish and kaolinite is reported. An extensive characterization (FT-IR, XRD, DLS, SEM, EDS, and zeta potential) was performed to investigate the morpho-structural properties of this new phyto-carrier system. The antioxidant activity was evaluated using a combination of three in vitro, non-competitive methods (total phenolic assay, 2,2-Diphenyl-1-picrylhydrazyl (DPPH) radical-scavenging assay, and phosphomolybdate (total antioxidant capacity)). The antioxidant assessment indicated the stronger antioxidant properties of the new phyto-carrier system compared with its components (horseradish and kaolinite). The collective results are relevant to the theoretical development of novel antioxidant agent fields with potential applications on antitumoral therapeutic platforms.