Local drug delivery has become indispensable in biomedical engineering with stents being ideal carrier platforms. While local drug release is superior to systemic administration in many fields, the incorporation of drugs into polymers may influence the physico-chemical properties of said matrix. This is of particular relevance as minimally invasive implantation is frequently accompanied by mechanical stresses on the implant and coating. Thus, drug incorporation into polymers may result in a susceptibility to potentially life-threatening implant failure. We investigated spray-coated poly-l-lactide (PLLA)/drug blends using thermal measurements (DSC) and tensile tests to determine the influence of selected drugs, namely sirolimus, paclitaxel, dexamethasone, and cyclosporine A, on the physico-chemical properties of the polymer. For all drugs and PLLA/drug ratios, an increase in tensile strength was observed. As for sirolimus and dexamethasone, PLLA/drug mixed phase systems were identified by shifted drug melting peaks at 200 °C and 240 °C, respectively, whereas paclitaxel and dexamethasone led to cold crystallization. Cyclosporine A did not affect matrix thermal properties. Altogether, our data provide a contribution towards an understanding of the complex interaction between PLLA and different drugs. Our results hold implications regarding the necessity of target-oriented thermal treatment to ensure the shelf life and performance of stent coatings.