This study focused on preparing a multiscale three-dimensional (3D) scaffold using tricalcium phosphate nanoparticles (triCaPNPs) in a substrate of poly(acrylic acid) (PAA) polymer for controlled release of exosomes in bone tissue engineering. A scaffold was fabricated with a material mixture containing acrylic acid (AA) monomer, N,N'-methylenebisacrylamide (MBAA), ammonium persulfate (APS), sodium bicarbonate (SBC), and triCaPNPs called composite scaffold (PAA/triCaPNPs) via cross-linking and freeze-drying methods. The synthesis process was easy and without complex multi-steps. Through mimicking the hybrid (organic-inorganic) structure of the bone matrix, we here chose triCaPNPs for incorporation into the PAA polymer. After assessing the physicochemical properties of the scaffold, the interaction of the scaffold with human umbilical cord mesenchymal stem cells (UC-MSCs) such as attachment, proliferation, and differentiation to osteoblast cells was evaluated. In addition, we used DiI-labeled exosomes to verify the exosome entrapment and release from the scaffold. The polymerization reaction of 3D scaffold was successful. Based on results of physicochemical properties, the presence of nanoparticles in the composite scaffold enhanced the mechanical stiffness, boosted the porosity with a larger pore size range, and offered better hydrophilicity, all of which would contribute to greater cell penetration, proliferation, and then better bone differentiation. In addition, our results indicated that our scaffold could take up and release exosomes, where the exosomes released from it could significantly enhance the osteogenic commitment of UC-MSCs. The current research is the first study fabricating a multiscale scaffold using triCaPNPs in the substrate of PPA polymer using a cross-linker and freeze-drying process. This scaffold could mimic the nanoscale structure and chemical combination of native bone minerals. In addition, our results suggest that the PAA/triCaPNPs scaffold could be beneficial to achieve controlled exosome release for exosome-based therapy in bone tissue engineering.