Implant-associated infections and insufficient osseointegration are still great challenges in clinical load-bearing applications. Exploiting the antibacterial effects and immunomodulatory properties of biomaterials has garnered substantial attention. Inspired by structural and functional cues in bone regeneration, a universal approach was proposed in which a hydroxyapatite (HAp) coating was built on 3D printed polyetherketoneketone (PEKK) scaffold, and a bioactive component-loaded soft mineralized collagen hydrogel was incorporated into 3D hard PEKK scaffold. While the PEKK scaffold exhibited exceptional mechanical performance, in vitro and in vivo data confirmed that exosomes derived from rat bone marrow mesenchyme stem cells (rBMSCs) loaded on collagen hydrogel facilitate efficient osteoimmunomodulation of the PEKK-based scaffold (denoted as the PEKK-HAp-Col/Exo scaffold). Additionally, vancomycin-loaded nanoparticles cross-linked with collagen hydrogel endowed the PEKK-based scaffold (denoted as the PEKK-HAp-Col/Van scaffold) with enhanced antibacterial effects. Overall, this study not only sheds light on the significance of exosomes in the osteoimmunomodulation of an implant but also presents a universal material–structure–function integrated strategy to fabricate multifunctional scaffolds with a soft-hard hybrid structure for clinical large-scale bone defect repair.