As a crossroads, the Horn of Africa is characterized by a diversity of ethnic groups, religions, and cultures. Since the wave of Western colonialism, the countries of the Horn of Africa have been embroiled in internal conflicts, and Ethiopia, the Sudan, South Sudan, and Somalia have long failed to resolve their communal conflicts. Previous studies have described the outbreak of conflicts or civil wars in terms of competition for resources, ethnic identity, and colonial legacy. The civil conflicts in the four countries in the Horn of Africa are a typical case of heterogeneity. Through the path-dependency approach, this paper takes colonial rule as the starting point and state construction as the node to analyze how the four cases develop step by step leading to the occurrence of internal conflicts. The study shows that all four cases failed to properly solve the problem of state construction and build a system of power balance among ethnic groups, which led to the repeated planning of inter-ethnic conflicts and the formation of conflicts.