Polycaprolactone (PCL) is a synthetic polymer with good mechanical properties that are useful to produce biomaterials of clinical application. It can be successfully combined with chitosan, which enhances the biomaterial properties through the modulation of molecular and cellular mechanisms. The objective of this study was to evaluate the effects of the use of electrospun fibrous membranes consisting of polycaprolactone (PCL) or polycaprolactone coated with chitosan and poly(ethylene oxide) (PCL+CHI/PEO) on mouse skin lesions. Sixty four Black-57 mice were divided into PCL and PCL+CHI/PEO groups. A 1 cm2 lesion was made on the animals’ backs, and the membranes were sutured in place. The tissues were extracted on the 3rd, 7th, and 14th days after the lesion. The tissues were analyzed by histology with Hematoxylin and Eosin (H&E) and Sirius Red stains, morphometry, immunohistochemistry, and Western blot. On the 3rd, 6th, and 9th days after the lesion, the PCL+CHI/PEO group showed a higher wound-healing rate (WHR). On the 3 day, the PCL+CHI/PEO group showed a greater amount of inflammatory infiltrate, greater expression of proliferating cell nuclear antigen (PCNA), and smooth muscle actin (α-SMA) (p < 0.05) compared to the PCL group. On the 7th day after the lesion, the PCL+CHI/PEO group showed a greater amount of inflammatory infiltrate, expression of Tumor Necrosis Factor (TNF-α) and PCNA (p < 0.05). In addition, it showed a greater immunolabeling of Monocyte Chemoattractant Protein-1 (MCP-1) and deposition of collagen fibers compared to the PCL group. The PCL+CHI/PEO membrane modulated the increase in the inflammatory infiltrate, the expression of MCP-1, PCNA, and α-SMA in lesions of mice.