Check the lead from the horn with a voltage tester...it should have a reading when the horn button is pressed. If you are getting a reading, then the terminal ends may be defective or not providing good contact.

Also you have TWO horns...there are slim odds that both have failed or no juice getting to both...so that would leave the only possibility that the actual lead from the fuse to the horn(s) has been compromised.

Any engine servicing performed on your ML lately?

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2009 ML350 (106K) - Family vehicle
2001 CLK430 Cabriolet (80K) - Wife's car
2005 BMW 645CI (138K) - My daily driver
2016 Mustang (32K) - Daughter's car