The supercritical CO2 impregnation of pink pepper essential oil (EO) can bring its bioactive properties to a biomaterial in a green approach, making it multifunctional. Aiming to obtain a gelatin-siloxane cryogel loaded with pink pepper EO for biomedical applications and to understand the impact of the impregnation conditions, gelatin was crosslinked with (3-glycidoxypropyl)trimethoxysilane and lyophilized, and the impregnation was studied using a design of experiments with conditions from 10 to 30 MPa and 35–60 °C. The cryogel synthesis was confirmed by FTIR, %gel and TGA. Its biocompatibility was demonstrated through SEM, water uptake and cytotoxicity studies. It was shown that, due to the influence on the solubility of the EO in scCO2, varying pressure and temperature influences the impregnation, which showed {20 MPa; 35 °C} as its best condition. Therefore, a cryogel suitable for implantation with potential to reduce side effects related with infection and inflammation was obtained.