A partial skeleton of an adult mylagaulid rodent was collected in 1959 near Durham, Roger Mills County, Oklahoma, but the specimen was not prepared until 2010–2011. The specimen is a part of the Durham local fauna, of late Clarendonian (late Miocene) age. Several other isolated premolars previously published from the same locality give some indication of dental and morphological variation in the population sample. The new skeleton includes a complete cranium with two large horns on the nasals, associated dentaries, and some of the postcranial skeleton. The only mylagaulids previously reported to have nasal horns are Ceratogaulus rhinocerus, C. hatcheri, C. anecdotus, and Ceratogaulus (or Mylagaulus) minor (Hibbard and Phillis). There is discord about the classification of horned mylagaulines; problematically, an abundance of isolated teeth and paucity of skulls are found as fossils and sometimes were named as new taxa. Some authors place all horned mylagaulines in Ceratogaulus, whereas others place the taxon minor in Mylagaulus, indicating that at least one species (M. minor) of that genus has horns. The Oklahoma specimen has P4s with occlusal features considered diagnostic of Mylagaulus and is referred to that genus. Dentally the new specimen is most similar to the type specimen of Epigaulus minor Hibbard and Phillis, which is now variously placed in the genus Mylagaulus or Ceratogaulus. The nasal horns on the Durham cranium are distinct from the horns of all known horned mylagaulids in bearing large longitudinal furrows posteriorly. Accordingly, the Durham specimens are placed in a new species, Mylagaulus cornusaulax.