Polycaprolactone (PCL) is biodegradable and non-toxic, making it an eco-friendly polymer with various medical applications. In order to increase the stability of PCL used in the field of medical applications, it is necessary to be able to produce fibers with a melt electrospinning method that does not use toxic hydrophobic solvents. However, PCL has very high viscosity and low conductivity, making melt electrospinning difficult. This study presents natural additives enabling the solvent-free melt electrospinning of PCL, wherein the physical properties (i.e., conductivity and viscosity) of the additive-mixed PCL are analyzed. Among the natural additives added to PCL, 7 wt% gallic acid increased conductivity by 81 times and decreased viscosity by 1/8526 times, showing the best results. We believe that our study, improving the physical properties of melt PCL by adding natural additives, will be of great help to the development of the melt electrospinning method of PCL.