This study describes a new preparation method, which combines freeze drying and supercritical CO2 foaming approaches, for the preparation of drug delivery scaffolds of polycaprolactone loaded with 5-fluorouracil, an anti-cancer drug, with low solubility in scCO2. It is a principal objective of this work to design a scCO2 strategy to reduce 5-Fu solubility limitations in its homogeneous distribution into a PCL scaffold through the design of an innovative processing method. The design of this process is considered valuable for the development of clean technology in pharmacy and medicine, since most of the active agents have a null solubility in scCO2·Supercritical CO2 is used as a blowing agent to induce polymer foaming by means of the low temperature pressure quench process. The resulting samples have been prepared under different operational conditions focused on enhancing the performance of the release process. In this case, design of experiments (DOE) was considered for a more comprehensive and systematic optimization of the product. In particular, drug amount, equals to 4.8 or 9.1wt%, process temperature, of 45 or 50°C and depressurization rate, equals to 0.1MPas−1 or 2MPas−1 were selected as the factors to be investigated by a three-factor at two-level full factorial design. Samples were characterized to establish porosity data, drug loading percentage and, especially, release profile chromatographically monitored. Results from DOE have concluded which are the best samples providing a sustained drug release for several days, which may be of great interest to develop materials for tissue engineering and sustained release applications.