Electrospinning is a versatile technique for fabricating nanofibrous scaffolds for tissue engineering applications. However, the direct formation of 3D sponges through electrospinning has previously not been reproducible. We used a Taguchi experimental design approach to optimise the electrospinning parameters for forming PCL and PCL/gelatine 3D sponges. The following parameters were investigated to improve sponge formation: solution concentration, humidity, and solution conductivity. Pure PCL sponges were achievable. However, a much fluffier sponge formed by increasing the solution conductivity with gelatine. The optimal conditions for sponge formation 24 w/v% 80:20 PCL:gelatine on aluminium foil at ≥70% humidity, 15 cm, 22 kV and 1500 µL/h. The resulting sponge had a highly porous structure with a fibre diameter of ~1 µm. They also supported significantly higher cell viability than 2D electrospun mats, dropcast films of the same material and even the TCP positive control. Our study demonstrates that the direct formation of PCL/gelatine 3D sponges through electrospinning is feasible and promising for tissue engineering applications. The sponges have a highly porous structure and support cell viability, which are essential properties for tissue engineering scaffolds. Further studies are needed to optimise the manufacturing process and evaluate the sponges’ long-term performance in vivo.