A mechanism for the generation of the compositional gradient along the long axis for poly(ε‐caprolactone) (PCL)/poly(ethylene oxide) (PEO) blend under uniaxial thermal gradient was proposed by observations of the convection of polymer using graphite powder as a visual probe. The convection under the thermal gradient promoted the transfer of PCL into the liquid phase from the interface of PEO crystallites. The convex downward shape of the solid–liquid interface indicates the generation of the compositional gradient along the radial direction. By dissolution of PEO, a porous scaffold with a porosity gradient structure along the longitudinal direction was fabricated.magnified image