Preheat your oven to 350°F (175°C). Lightly spray a 9 × 13-inch baking dish with nonstick cooking spray.
Add the sliced kielbasa sausage to the prepared baking dish. Sprinkle the brown sugar over the sausage, then add the ketchup and prepared horseradish. Stir everything together until the sausage pieces are evenly coated in the sauce.
Bake uncovered for approximately 90 minutes, stirring occasionally to help the sauce coat the sausage evenly. The kielbasa is ready when the sauce has thickened and the edges of the sausage are nicely caramelized. If the sauce begins to darken too quickly, check the dish and stir as needed.
Remove the baking dish from the oven and let the kielbasa rest briefly before serving. Enjoy it warm as an appetizer with toothpicks or serve it over white rice, egg noodles, or your favorite side dish for a satisfying meal.
