Sodium alendronate (ALD) is a bisphosphonate used to treat osteoporosis. However, its oral administration has been associated with side effects as gastroesophageal reflux. Moreover, there are some particularities for the intake of the medicine, which also hinder the patient's compliance, for example, the instruction that it has to be taken with an empty stomach, 30 to 60 min before breakfast and avoid the decubitus position after using the drug. Therefore, biomaterials for applications in osteoporotic bones are a good alternative. Thus, this work aimed to produce a Polycaprolactone (PCL) and ALD‐based powder as a supply to build biomaterials by selective laser sintering, compression molding (CM), solvent casting (SC), among others. The powder was produced by coating the ALD particles with PCL and films were produced by SC and CM techniques. The samples were characterized by Scanning Electron Microscopy, Energy‐dispersive X‐ray spectroscopy, X‐ray diffraction, Fourier transform infrared spectrometry and thermal analysis. Furthermore, the drug release was evaluated by UV–Vis spectroscopy. Results showed that ALD particles were successfully coated by PCL and applied to the production of biomaterials, highlighting its potential in the treatment of osteoporosis.