Polycaprolactone (PCL) is usually the material chosen for melt electrowriting (MEW) due to its biocompatibility, mechanical strength, and melt processability. This work first investigates the effect of different processing parameters to obtain optimum PCL‐MEW scaffolds. Secondly, to increase PCL`s hydrophilicity and cell affinity, and to enable coating with superparamagnetic iron oxide nanoparticles (SPIONs) and silica‐coated‐SPIONs (Si‐SPIONs), the scaffolds are modified with alkaline surface treatment. Finally, SPIONs and Si‐SPIONs are successfully coated on MEW scaffolds. Results show that reproducible scaffolds are fabricated. Additionally, the alkaline treatment does not change the three‐dimensional morphology of scaffolds while reducing fiber diameter. Furthermore, SEM images and ATR‐FTIR results confirmed that SPIONs and Si‐SPIONs‐were coated on scaffolds. A cytocompatibility assay showed a non‐toxic effect on MG‐63 osteoblast‐like cells in all scaffolds. Additionally, higher MC3T3‐E1 pre‐osteoblastic cell adhesion efficiency and proliferation are achieved for the alkaline‐treated scaffolds and SPIONs/Si‐SPIONs‐coated scaffolds. All samples demonstrated the ability to generate heat, useful for hyperthermia‐treatment, when subjected to an alternating magnetic field. Overall, the findings suggest that the strategy of coating PCL‐MEW scaffolds with SPIONs/Si‐SPIONs has the potential to improve scaffold performance for biomedical applications, especially for producing magnetically responsive MEW scaffolds.