The design of scaffolds with optimal biomechanical properties for load-bearing applications is an important topic of research. Most studies have addressed this problem by focusing on the material composition and not on the coupled effect between the material composition and the scaffold architecture. Polymer–bioglass scaffolds have been investigated due to the excellent bioactivity properties of bioglass, which release ions that activate osteogenesis. However, material preparation methods usually require the use of organic solvents that induce surface modifications on the bioglass particles, compromising the adhesion with the polymeric material thus compromising mechanical properties. In this paper, we used a simple melt blending approach to produce polycaprolactone/bioglass pellets to construct scaffolds with pore size gradient. The results show that the addition of bioglass particles improved the mechanical properties of the scaffolds and, due to the selected architecture, all scaffolds presented mechanical properties in the cortical bone region. Moreover, the addition of bioglass indicated a positive long-term effect on the biological performance of the scaffolds. The pore size gradient also induced a cell spreading gradient.