Polycaprolactone (PCL) is a versatile and biodegradable synthetic polymer widely used in tissue regeneration applications owing to its versatility and mechanical properties. In this study, we employed a three-level strategy to develop innovative PCL-based scaffold biomaterials using electrospinning. First, we incorporated graphene oxide (GO); second, we introduced secondary surface porosity (SSP) through non-solvent induced phase separation (NIPS) with a diameter of approximately 2 μm; and third, we applied a gelatin coating (Gt). The inclusion of GO resulted in both a reduction in fiber size and a decrease in the size of the secondary surface pores formed on the fibers. Additionally, the incorporation of GO led to a noteworthy 20-fold increase in gelatin adhesion compared to pure SSP-PCL scaffolds. However, the mechanical properties of the gelatin-coated scaffolds exhibited a decrease compared to the uncoated scaffolds. This reduction is primarily attributed to the decrease in crystallinity in coating gelatin scaffold. Furthermore, GO and gelatin played critical roles in enhancing biodegradation and bioactivity, promoting hydroxyapatite formation on the surface of SSP-PCL scaffolds. In vitro cell viability tests demonstrated the cytocompatibility of PCL, PCL/Gt, and PCL/Gt/GO electrospun SSP scaffolds, facilitating the adhesion of human mesenchymal stem cells. Our study introduces an innovative strategy for fabricating PCL scaffolds through electrospinning, incorporating SSP for improved gelatin adsorption, and holds great promise for tissue engineering applications.