It was, he told me in a recent interview, easily the biggest announcement he made at the PlayStation press conference this week; more nerve-wracking to Yoshida then news of The Last Guardian on PlayStation 4.
"Personally, The Last Guardian was very emotionally important, a great reveal, but for me the announcement of Horizon from Guerrilla Games is actually the biggest project for me for this E3 to announce because it's a big project and a new IP.
"I was nervous to see the reaction from people."
There was a third reason that Yoshida was nervous to see how people would react to the game: Horizon's protagonist is a young woman.
"She's a female lead character," he said. "That has always been the vision by the team, but we had a discussion. Is it risky to do a female character?"
In fact, once development was underway, so many questions were asked about the protagonist internally, that the company brought in a marketing team to do some focus testing.
"The concern came after the game was in development," he said. "We started to show it to many more people internally and they had questions about it. So we worked with our marketing groups to do this focus testing.
"We wanted to see how people would react to some of the things: open world RPG, the set up of machine versus primitive weapons and the female protagonist. All of those things."
While the reaction was positive, Yoshida was still a bit nervous about the game's first broad unveiling.
"The focus testing reaction was positive and that made us feel good, but you know it's a limited number of people that we were able to test."
While developers may have once been concerned that a female lead character in a game might hurt its sales, that doesn't seem to be as much the case now.
"Looking at our press conference and other's press conferences, many teams our doing it now," he said. "Like there is a new lead in Assassin's Creed, and Mirror's Edge is back. I feel great that there is more diversity in the kind of worlds and kind of characters that we are making as an industry."
And, Yoshida said, he hopes that games with more female leads can help broaden the demographic of gamers.
"As an industry, I think we should continue to make efforts to have more females in studios on the development side and to get different perspectives," he said. "Games have become more and more popular in terms of who plays, especially in terms of mobile. We have a chance to further increase the reach, from a PlayStation standpoint, to a bigger more diverse audience.
"In order for us to do that, the games we create have to appeal to a broader audience."