Tendon‐to‐bone interfaces exhibit a hierarchical multitissue transition. To replicate the progression from mineralized to nonmineralized tissue, a novel 3D fibrous scaffold is fabricated with spatial control over mineral distribution and cellular alignment. For this purpose, wet‐spun continuous microfibers are produced using polycaprolactone (PCL)/ gelatin and PCL/gelatin/hydroxyapatite nano‐to‐microparticles (HAp). Higher extrusion rates result in aligned PCL/gelatin microfibers while, in the case of PCL/gelatin/HAp, the presence of minerals leads to a less organized structure. Biological performance using human adipose‐derived stem cells (hASCs) demonstrates that topography of PCL/gelatin microfibers can induce cytoskeleton elongation, resembling native tenogenic organization. Matrix mineralization on PCL/gelatin/HAp wet‐spun composite microfibers suggest the production of an osteogenic‐like matrix, without external addition of osteogenic medium supplementation. As proof of concept, a 3D gradient structure is produced by assembling PCL/gelatin and PCL/gelatin/HAp microfibers, resulting in a fibrous scaffold with a continuous topographical and compositional gradient. Overall, the feasibility of wet‐spinning for the generation of continuously aligned and textured microfibers is demonsrated, which can be further assembled into more complex 3D gradient structures to mimic characteristic features of tendon‐to‐bone interfaces.