Combine mustard and horseradish; spread evenly over tenderloin. Pat breadcrumbs into mustard mixture. Wrap tenderloin in plastic wrap; refrigerate 1 to 24 hours.
Preheat oven to 400°.
Remove and discard plastic wrap from tenderloin. Place tenderloin on a broiler pan coated with cooking spray. Bake at 400° for 25 minutes or until a thermometer registers 145° (medium-rare) or until desired degree of doneness. Place tenderloin on a cutting board; cover and let stand 10 minutes before slicing.
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