Globally, wound care is a major problem that poses big issues for national healthcare systems. Consequently, the development of wound dressings, systems applied over a wound to prevent complications and speed up recovery, is receiving increasing attention. Electrospun nanofibrous scaffolds gained great interest in the medical field due to their many advantages and beneficial characteristics. However, they are formed by of densely packed fiber layers, which render the available space between adjacent fibers minimal. In this study, nanometric fibers from pullulan polymeric blends were developed using cricket powder as novel component, due to its high chitin and chitosan content. Hydroxyapatite was also added due to its biocompatibility and capability to interact with the host tissues. The 2D mats based on electropsun fibers in membrane were converted to a 3D structure by gas foaming, involving NaBH4. The obtained 3D systems were characterized for their morphology and composition, and mechanical properties. The scaffolds biocompatibility was tested on normal human dermal fibroblasts and mesenchymal stem cells, and cell adhesion was assessed. TNF-α secretion was thereafter characterized to evaluate the anti-inflammatory effects of the scaffolds on macrophages, and their antioxidant activity was also investigated. Finally, an evaluation of the scaffolds’ safety and efficacy in vivo on a murine incisional and burn model was performed. The results obtained not only revealed greater structural and mechanical integrity of the gas-foamed scaffolds containing cricket powder, but also higher cytocompatibility towards different cell lines together with anti-inflammatory and antioxidant properties, thereby making them innovative tools to improve the process of wound healing.