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The most common three-dimensional (3D) printing method is material extrusion, where a pre-made filament is deposited layer-by-layer. In recent years, low-cost polycaprolactone (PCL) material has increasingly been used in 3D printing, exhibiting a sufficiently high quality for consideration in cranio-maxillofacial reconstructions. To increase osteoconductivity, prefabricated filaments for bone repair based on PCL can be supplemented with hydroxyapatite (HA). However, few reports on PCL/HA composite filaments for material extrusion applications have been documented. In this study, solvent-free fabrication for PCL/HA composite filaments (HA 0%, 5%, 10%, 15%, 20%, and 25% weight/weight PCL) was addressed, and parameters for scaffold fabrication in a desktop 3D printer were confirmed. Filaments and scaffold fabrication temperatures rose with increased HA content. The pore size and porosity of the six groups’ scaffolds were similar to each other, and all had highly interconnected structures. Six groups’ scaffolds were evaluated by measuring the compressive strength, elastic modulus, water contact angle, and morphology. A higher amount of HA increased surface roughness and hydrophilicity compared to PCL scaffolds. The increase in HA content improved the compressive strength and elastic modulus. The obtained data provide the basis for the biological evaluation and future clinical applications of PCL/HA material.