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Biomaterial-based bone graft substitute with favorable mechanical and biological properties could be used as an alternative to autograft for large defect treatment. Here, an apatite-collagen-polycaprolactone (Ap-Col-PCL) composite construct was developed with unique nano-micro-macro hierarchical architectures by combining rapid prototyping (RP) fabrication technology and a 3D functionalization strategy. Macroporous PCL framework was fabricated using RP technology, then functionalized by collagen incorporation and biomimetic deposition. Ap-Col-PCL composite construct was characterized with hierarchical architectures of a nanoscale (∼100 nm thickness and ∼1 μm length) platelike apatite coating on the microporous (126 ± 18 μm) collagen networks, which homogeneously filled the macroporous (∼1000 μm) PCL frameworks and possessed a favorable hydrophilic property and compressive modulus (68.75 ± 3.39 MPa) similar to that of cancellous bone. Moreover, in vitro cell culture assay and in vivo critical-sized bone defect implantation demonstrated that the Ap-Col-PCL construct could not only significantly increase the cell adhesion capability (2.0-fold) and promote faster cell proliferation but also successfully bridge the segmental long bone defect within 12 weeks with much more bone regeneration (5.2-fold), better osteointegration (7.2-fold), and a faster new bone deposition rate (2.9-fold). Our study demonstrated that biomimetically ornamented Ap-Col-PCL constructs exhibit a favorable mechanical property, more bone tissue ingrowth, and better osteointegration capability as an effective bone graft substitute for critical-sized bone defect treatment; meanwhile, it can also harness the advantages of RP technology, in particular, facilitating the customization of the shape and size of implants according to medical images during clinical application.