Demand of scaffolds for hard tissue repair increases due to a higher incidence of fractures related to accidents and bone-diseases that are linked to the ageing of the population. Namely, scaffolds loaded with bioactive agents can facilitate the bone repair by favoring the bone integration and avoiding post-grafting complications. Supercritical (sc-)foaming technology emerges as a unique solvent-free approach for the processing of drug-loadenu7d scaffolds at high incorporation yields. In this work, medicated poly(ε-caprolactone) (PCL) scaffolds were prepared by sc-foaming coupled with a leaching process to overcome problems of pore size tuning of the sc-foaming technique. The removal of the solid porogen (BA, ammonium bicarbonate) was carried out by a thermal leaching taking place at 37 °C and in the absence of solvents for the first time. Macroporous scaffolds with dual porosity (50–100 µm and 200–400 µm ranges) were obtained and with a porous structure directly dependent on the porogen content used. The processing of ketoprofen-loaded scaffolds using BA porogen resulted in drug loading yields close to 100% and influenced its release profile from the PCL matrix to a relevant clinical scenario. A novel solvent-free strategy has been set to integrate the incorporation of solid porogens in the sc-foaming of medicated scaffolds.