horns of a dilemma, on the
Faced with two equally undesirable alternatives. For example, I’m on the horns of a dilemma: if I sell the house now I have no place to live, but if I wait I may not get as good a price. This term was first recorded about 1600, but the idea of being caught on either one horn or the other (of an animal) was already expressed in Roman times.
The American Heritage® Idioms Dictionary Copyright © 2002, 2001, 1995 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company.