Poly(methyl methacrylate) (PMMA) bone cement has limited biocompatibility. Polycaprolactone (PCL) electrospun nanofiber (ENF) has many applications in the biomedical field due to its excellent biocompatibility and degradability. The effect of coating PCL ENF on the surface topography, biocompatibility, and mechanical strength of PMMA bone cement is not currently known. This study is based on the hypothesis that the PCL ENF coating on PMMA will increase PMMA roughness leading to increased biocompatibility without influencing its mechanical properties. This study prepared PMMA samples without and with the PCL ENF coating, which were named the control and ENF coated samples. This study determined the effects on the surface topography and cytocompatibility (osteoblast cell adhesion, proliferation, mineralization, and protein adsorption) properties of each group of PMMA samples. This study also determined the bending properties (strength, modulus, and maximum deflection at fracture) of each group of PMMA samples from an American Society of Testing Metal (ASTM) standard three-point bend test. This study found that the ENF coating on PMMA significantly improved the surface roughness and cytocompatibility properties of PMMA (p < 0.05). This study also found that the bending properties of ENF-coated PMMA samples were not significantly different when compared to those values of the control PMMA samples (p > 0.05). Therefore, the PCL ENF coating technique should be further investigated for its potential in clinical applications.