Magnesium plays a pivotal role in the formation, growth, and repair of bone tissue; therefore, magnesium-based materials can be considered promising candidates for bone tissue engineering. This study aims to functionalize the surfaces of three-dimensional (3D) porous poly-ε caprolactone (PCL) scaffolds with magnesium-containing coatings using cold plasma-assisted deposition processes. For this purpose, the radiofrequency (RF) sputtering of a magnesium oxide target was carried out in a low-pressure plasma reactor using argon, water vapor, hydrogen, or mixtures of argon with one of the latter two options as the feed. Plasma processes produced significant differences in the chemical composition and wettability of the treated PCL samples, which are tightly related to the gas feed composition, as shown by X-ray photoelectron spectroscopy (XPS) and water contact angle (WCA) analyses. Cytocompatibility assays performed with Saos-2 osteoblast cells showed that deposited magnesium-containing thin films favor cell proliferation and adhesion on 3D scaffold surfaces, as well as cell colonization inside them. These films appear to be very promising for bone tissue regeneration.