Osteochondral (OC) tissue plays a crucial role due to its ability to connect bone and cartilage tissues. To address the complexity of structure and functionality at the bone–cartilage interface, relevant to the presence of the tidemark as a critical element at the bone–cartilage boundary, we fabricated graded scaffolds through sequential 3D printing. The scaffold’s bottom layer was based on a gelatin/oxidized alginate mixture enriched with hydroxyapatite (HAp) to create a rougher surface and larger pores to promote osteogenesis. In contrast, the upper layer was engineered to have smaller pores and aimed to promote cartilage tissue formation and mimic the physical properties of the cartilage. An electrospun ε-polycaprolactone (PCL) membrane with micrometer-range pores was incorporated between the layers to replicate the function of tidemark—a barrier to prevent vascularization of cartilage from subchondral bone tissue. In vitro cell studies confirmed the viability of the cells on the layers of the scaffolds and the ability of PCL mesh to prevent cellular migration. The fabricated scaffolds were thoroughly characterized, and their mechanical properties were compared to native OC tissue, demonstrating suitability for OC tissue engineering and graft modeling. The distance of gradient of mineral concentration was found to be 151 µm for grafts and the native OC interface.