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Inspired by the first revision of this question, later edited to focus on a different topic:

The phoenix is emblematic of good in the Harry Potter series. Dumbledore, the leader of the fight against Voldemort, is associated with a phoenix, Fawkes. In Harry Potter and the Chamber of Secrets, Fawkes fights the Basilisk, representing Dark Magic in general, and Voldemort and Salazar Slytherin in particular. The phoenix has the unusual talent of rising from its ashes as a chick whenever it dies, making it effectively immortal.

Horcruxes, of course, are the worst kind of Dark Magic, made through murder and splitting one's soul. As long as one's Horcrux survives, one cannot die. Living creatures can be made into Horcruxes, as in the case of Nagini. Normally a Horcrux is very difficult to destroy, due to the powerful enchantments placed upon it, but not impossible: substances such as basilisk venom and Fiendfyre can destroy Horcruxes. Phoenixes don't seem to have these vulnerabilities. If a Dark Wizard turned a phoenix into a Horcrux, would it be impossible to destroy?

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The phoenix would be, but the Horcrux would not

There doesn't seem to be any reason a phoenix couldn't be made into a Horcrux. We have precedent. We know Horcruxes can be made from living creatures, because Nagini was made into a Horcrux.

“I don't think so,” said Dumbledore. “I think I know what the sixth Horcrux is. I wonder what you will say when I confess that I have been curious for a while about the behavior of the snake, Nagini?”

“The snake?” said Harry, startled. “You can use animals as Horcruxes?”

“Well, it is inadvisable to do so,” said Dumbledore, “because to confide a part of your soul to something that can think and move for itself is obviously a very risky business. However, if my calculations are correct, Voldemort was still at least one Horcrux short of his goal of six when he entered your parents’ house with the intention of killing you.

Harry Potter and the Half-Blood Prince

We should at least suspect that magical creatures can be made into Horcruxes. First, since there is no issue with turning highly magical artifacts into Horcruxes, even highly potent ones such as the Deathly Hallows.

Second, it seems possible that Nagini was some sort of magical creature before being turned into a Horcrux, since she had a venom that dissolved Mr. Weasley's bandages, and resisted even magical means of healing. Of course, it is possible that this is an enhancement of some sort that Voldemort applied to her.

'Well... well, I don't know whether you know what - what stitches are?'

'It sounds as though you've been trying to sew your skin back together,' said Mrs Weasley with a snort of mirthless laughter, 'but even you, Arthur, wouldn't be that stupid —'

'I fancy a cup of tea, too,' said Harry, jumping to his feet.

Hermione, Ron and Ginny almost sprinted to the door with him. As it swung closed behind them, they heard Mrs Weasley shriek, 'WHAT DO YOU MEAN, THAT'S THE GENERAL IDEA?'

Typical Dad,' said Ginny, shaking her head as they set off up the corridor. 'Stitches... I ask you...'

'Well, you know, they do work well on non-magical wounds,' said Hermione fairly. 'I suppose something in that snake's venom dissolves them or something. I wonder where the tearoom is?'

Harry Potter and the Order of the Phoenix

However, though a phoenix probably could be transformed into a Horcrux, it would make a terrible Horcrux, precisely due to its powers of regeneration. We know when a living Horcrux is killed, the piece of soul within it is destroyed, as happened with Nagini.

We also know that it is possible for a Horcrux (or something close enough, in any case), to be subject to an otherwise lethal event and to survive it. In that case, it appears that the piece of soul within is destroyed, whereas the vessel will survive unharmed. This happened to Harry Potter, for example:

“So the part of his soul that was in me . . . ”

Dumbledore nodded still more enthusiastically, urging Harry onward, a broad smile of encouragement on his face. “. . . has it gone?”

Oh yes!” said Dumbledore. “Yes, he destroyed it. Your soul is whole, and completely your own, Harry.” “But then . . . ” Harry glanced over his shoulder to where the small, maimed creature trembled under the chair.

“What is that, Professor?”

“Something that is beyond either of our help,” said Dumbledore.

“But if Voldemort used the Killing Curse,” Harry started again “and nobody died for me this time —how can I be alive?”

Harry Potter and the Deathly Hallows

He could not die, since his mother's enchantment in Lord Voldemort's body tied him to life. So when he was hit with the Avada Kedavra curse, it destroyed the portion of soul within him, and cast him to the antechamber to the afterlife, whence he returned to life.

A phoenix resurrects when it dies, even when it dies of natural causes:

“Fawkes is a phoenix, Harry. Phoenixes burst into flame when it is time for them to die and are reborn from the ashes. Watch him . . .”

Harry Potter and the Chamber of Secrets

Thus, if a phoenix were killed, or indeed likely died of old age, the soul fragment therein would likely be destroyed, while the Phoenix would resurrect in the usual manner. Indeed, given the usual proclivities of phoenixes, it seems likely that they would attempt to hasten this process. You don't want to entrust your soul to a being as noble and self-sacrificial as a phoenix:

Fawkes swooped down in front of Dumbledore, opened his beak wide, and swallowed the jet of green light whole. He burst into flame and fell to the floor, small, wrinkled, and flightless.

Harry Potter and the Order of the Phoenix

A phoenix could probably be a Horcrux. However, given that the Horcrux would be rendered useless when the phoenix regenerated, and that a phoenix wouldn't be likely to want to be a Horcrux anyway, making a phoenix into a Horcrux would be a poor choice.

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    +1 for a self answer; having copped a lot of flack for posting self-answers myself I know how it feels to have a perfectly valid question and comprehensive answer downvoted Commented Jun 15, 2016 at 1:15
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    This is an excellent answer!
    – TheAsh
    Commented May 1, 2018 at 21:40
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Destroying a horcrux is destroying it "beyond magical repair." Phoenixes are magical creatures. Destroying the phoenix, beyond magical repair, would be destroying the creature in its entirety.

A phoenix also dies by self igniting at its old age, and is reborn anew. However, as we saw when Neville slayed Nagini. He destroyed her with Gryffindor's sword, destroying her beyond physical or magical repair.

Had Voldemort chosen to make a phoenix one of his horcruxes, the person seeking to destroy the horcrux would be successful if they had slain it using the sword of Godric Gryffindor.

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  • Why would the sword be effective at destroying a phoenix? Phoenix tears are an antidote to basilisk venom.
    – wyvern
    Commented Jun 15, 2016 at 20:08
  • @sumelic Harry was saved before being destroyed beyond repair by the phoenix tears, but if you managed to obliterate a horcrux-phoenix with something that can destroy horcruxes (like the sword of Gryffindor post-CoS) that would destroy the horcrux-phoenix before it could repair itself through phoenix tears. +1 from me. :)
    – RedCaio
    Commented Jun 16, 2016 at 5:05
  • Actually, would someone really need to use a powerful weapon like the Sword of Gryffindor? If the Horcrux enchantment is tied to the body of the Phoenix, and the Phoenix dies for any reason, their original body is destroyed and they are immediately reborn as a baby Phoenix. Would this be enough to rid the Horcrux enchantment? It possibly could, since this seems like a powerful effect akin to a Basilisk fang to me. Or would the enchantment make the Phoenix significantly more resistant to most causes of death, thus reducing how often the Phoenix self-resurrects?
    – Ellesedil
    Commented Jun 16, 2016 at 19:09
  • @Ellesedil remember that having a horcrux inside something also protects it. Things that are horcruxes can't be destroyed by normal means, hence the need for the sword/basilisk venom ect.
    – RedCaio
    Commented Jun 21, 2016 at 21:04
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This started out as a comment, but became too long...

Short answer- The phoenix would not let you turn it into a horcrux.

I don't have any in-universe quotations or whatnot to support this, but I have the gut feeling that forcing horcrux status on something as powerful as a phoenix against its will would be impossible.

Even supposing it had no say in the matter and you managed to turn a phoenix into a horcrux, I am pretty sure a creature which is basically the embodiment of good and wholesomeness would either be destroyed by the perversion of being a horcrux, or find a way to destroy itself.

Even Harry who, although a good person, is not the embodiment of good, went to sacrifice himself just to destroy the horcrux inside of him. It took him quite a long time to figure out he was a horcrux, but he did in the end, and a phoenix would figure it out a lot faster.

The only way I see that you could horcruxify a phoenix would be if you perverted it in such a way as to completely reverse its nature- instead of being the embodiment of good, it would be the embodiment of evil. Which would be a very frightful thing indeed, the possibilities of which are a different question altogether.

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As Adamant pointed out we learned in "Harry Potter and the Half-Blood Prince" that living creatures can be turned into Horcruxes.

The Argument against it was:

A phoenix could probably be a Horcrux. However, given that the Horcrux would be rendered useless when the phoenix regenerated, and that a phoenix wouldn't be likely to want to be a Horcrux anyway, making a phoenix into a Horcrux would be a poor choice.

At this point, I think we have to ask ourselves the question if a reborn Phoenix is really dead/destroyed beyond magical repair since this is the only possibility to destroy a Horcrux.

The Horcrux-receptacle has to be destroyed BEYOND REPAIR [...]

— JKR on Twitter: https://twitter.com/jk_rowling/status/563633021837131777

I would argue, that - since a Phoenix is a creature which is really hard to domesticate - it's body is replaced but its soul and memories are still the same after being reborn. Otherwise, that would mean that e.g. Dumbledore would have to domesticate Fawks each time he is reborn (which sounds to me too much work, even for Dumbledore).

The phoenix gains an XXXX rating not because it is aggressive, but because very few wizards have ever succeeded in domesticating it.

— Fantastic Beasts and Where to Find Them

I would argue that this shows that a phoenix is not damaged "beyond repair".

So here I think it depends. Nagini is a snake and therefore has to molt from time to time. One could argue that molting is a similar process as being reborn in terms of a Phoenix. That would mean, that when being killed/destroyed by e.g. the killing curse, the Horcrux inside the Phoenix would survive the process.

On the other hand, hitting a living creature which is a Horcrux with a killing curse does not necessarily kill the creature. An example of that is Harry himself, who was hit by a killing curse but survived while the curse killed the Horcrux inside him.

Also JKR argues often, that the Horcrux-Receptacle has to be destroyed beyond repair which in case of living creatures is the body of this creature.

SU: So, can I ask this? This is kind of a random question but if Harry had this Horcrux in him, of course, sort of, would he have actually have died, like say when a dragon could've killed him, or when he was falling during Quidditch, or anything?

JKR: Well, you've got to-- if his body had been irreperably destroyed, he has to die to get rid of that piece of soul. His body has got to be irreperably damaged. So a lot of people asked, and I think I've answered this since... but a lot of people immediately said, having finished "Hallows", "(gasps) But then, that means, in Chamber of Secrets when he was pierced by the basilisk..." But no, no, no, no. He didn't die! He didn't die! That was stated right at the beginning with the Horcrux. The receptacle has got to be destroyed. His body wasn't destroyed. He got a bit poisoned, and then he got the antidote immediately. So, you know, that's not gonna drive out this piece of soul.

— Interview: http://www.accio-quote.org/articles/2007/1217-pottercast-anelli.html

So while the body of a molted snake is not damaged beyond repair, the body of a reborn phoenix is! That for me is the Argument, that turning a Phoenix into a Horcrux is a very bad idea.

On the (last) other side. Harrys body was still perfectly fine after Voldemort hit him with the killing curse, so according to this theory the Horcrux would have theoretically survived. It didn't so... ;)

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    Welcome. Good analysis. However your final point that "body of a reborn phoenix is [damaged beyond repair]" and thus not a good receptacle for a horcrux, could be made a bit clearer.
    – amflare
    Commented Nov 16, 2017 at 15:59
  • The horcrux soul is stored in the physical object, not the object's soul. Cups and so on don't have souls. The phoenix's physical body is destroyed beyond repair when it dies. Commented Apr 26, 2018 at 0:21
  • Harry survived because of his mother's sacrifice. Once Voldermort took Harry's blood to make his new body, both are under the same sacrifice, that's why Voldermort couldn't kill him Commented Apr 26, 2018 at 0:23

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