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In the book after the diadem is destroyed by fiendfyre caused by Crabbe, Hermione mentioned that she had read that this fire could destroy horcruxes, still it was difficult to control. In The Order of Phoenix Voldemort uses that kind of magic against Dumbledore, but Dumbledore repels it. Also it is mentioned in the book that there are ways to stop it. So why bother and looking for a sword and not using this spell ? Also why didn't Dumbledore used this spell to destroy the horcrux but instead got his hand injured ?

Inexperienced casters will be able to conjure the flames but will have virtually no control over the curse once it has been unleashed, thereby making the fire a deadly backfire. More experienced casters, such as Lord Voldemort, may control the flaming beasts they create, even condensing it into a single, colossal animal of their desire. There is also a charm to cease the flames as well as one to disperse them, but unfortunately Vincent Crabbe never paid attention in class long enough to learn it, therefore costing him his life. It is also possible that the fire may eventually burn off on its own, if it is unable to consume enough material to sustain it, and if so, the ash left behind may become Ashwinders.

-From the Harry Potter Wiki article on Fiendfyre

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Dumbledore got his hand injured, not trying to destroy the horcrux, but because in a moment of emotion he tried to use the horcrux as what it was (a ring) and ignored/forgot the curse that was (as he should have known) attached to the horcrux. – gowenfawr Aug 18 '14 at 11:15
Voldemort only used Fiendfyre in the movies, not the books. And it was never identified as such, it could have been normal fire. I tend to use the the Harry Potter wiki with caution, given the undue amount of canonicality they lend the movies. – TenthJustice Aug 18 '14 at 13:01
I can't think of any canon source that states 1) that Fiendfyre is a "backfire", 2) that Fiendfyre can be formed into an animal of the caster's choice (movie contamination, maybe?), 3) that Fiendfyre will burn off on its own, or that 4) the ash from Fiendfyre can beget Ashwinders. In fact, FBAWTFT says Ashwinders are created from "any fire to which Floo powder has been added." (Yes, I realize Fiendfyre is a type of fire). Granted the Wikia info could all be on Pottermore and I haven't read it yet, but, if not, I'm concerned the Wikia paragraph is incorrect. Please, correct me if I am wrong. – Slytherincess Aug 18 '14 at 14:47
@Slytherincess The Wikia wrong? You must be joking. – Anthony Grist Aug 18 '14 at 15:55
@AnthonyGrist - I know it's hard to accept, but we'll just have to find a way to go on in light of this shocking news! ;) – Slytherincess Aug 29 '14 at 4:43
up vote 14 down vote accepted

Firstly, there is no mention of Voldemort using Fiendfyre against Dumbledore in Order of the Phoenix (I am assuming that's what you meant, as Voldemort and Dumbledore do not meet in Goblet of fire)

There are ways to stop it but it is also very dangerous and difficult to control, so probably not worth the risk

For this same reason, Dumbledore didn't use it to destroy the ring horcrux, as he already had another means of doing so, the sword. Also, he didn't get his hand injured trying to destroy the horcrux, but rather because he tried to handle it without taking precautions, as he was impatient to try out the resurrection stone

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Voldemort using Fiendfyre was (as usual) a Wikia invention by someone unable to distinguish canon from their own fantasies – DVK-in-exile Aug 18 '14 at 14:27

Hermione gives her opinion about Fiendfyre in Harry Potter and the Deathly Hallows chapter 31.

Fiendfyre – cursed fire – it's one of the substances that destroy Horcruxes, but I would never, ever have dared to use it, it's so dangerous.

We don't learn the details, but Hermione had certainly researched Fiendfyre and how to stop it, so you have to trust her judgement.

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As some have already answered, Dumbledore's blunder wasn't that he didn't know how to destroy the ring, it was his emotion that got the better of him: he was foolish to try on the ring, he says. He was simply tempted by the chance of seeing Arianna again.

Secondly, also as some have said, but it is worth repeating, DO NOT TRUST WIKI UNLESS YOU CAN FIND THE SAME INFORMATION IN THE BOOK, ON POTTERMORE, OR IN ANY STATEMENT BY JRK. Sorry for shouting it but it drives me up the wall when people trust the adulterated sources like movies and wikis as canon. They simply are not. I've learned long ago to not let the movies spoil the books they are supposedly adapted from.

Finally, you raised a good broader question about Fiendfyre. As far as the literary reason goes, using Fiendfyre would have cut half the number of chapters out of Book 7. So far the sake of a longer, more adventurous book, JKR had to come up with the excuse that Hermione gives. But let's be honest. If dolts like Crabbe can cast that particular curse, isn't it reasonable to assume that clever Hermione can cast and control it? Remember, they were in forests. She could have simply cast the spell to create Fiendfyre to destroy the locket, and if thinks got out of control they all could just disapparate. That's what I would have done. But again, that would have thinned out Rowling's brilliant book.

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