I had that problem, and spent a lot of time looking for the cause.
Put in the correct fuse, and hit the horn button.
If it blows the fuse, look under the front the car and see if the one of the horn wires are shorted to ground.
I must have gotten to close to one of those parking lot stops and bent upward the splash pan slightly.
I straightened the pan and rotated the horn.

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1985 300D California w/cat. (257,000 + Miles)
1980 300SD (208,000 + Miles)