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There is an enormous demand for bone graft biomaterials to treat developmental and acquired bony defects arising from infections, trauma, tumor, and other conditions. Polycaprolactone (PCL) has been extensively utilized for bone tissue engineering but limited cellular interaction and tissue integration are the primary concerns. PCL-based composites with different biomaterials have been attempted to improve the mechanical and biological response. Interestingly, a few studies have tried to blend PCL with aqueous silk fibroin solution, but the structures prepared with the blend were mechanically weak due to phase mismatch. As a result, silk microparticle-based PCL composites have been prepared, but the microfibers-reinforced composites could be superior to them due to significant fiber-matrix interaction. This study aims at developing a unique composite by incorporating 100-150 μm long (aspect ratio; 8:1-5:1) silk-fibroin microfibers into the PCL matrix for superior biological and mechanical properties. Two silk variants were used, that is, Bombyx mori and a wild variant, Antheraea mylitta, reported to have cell recognizable Arginine-Glycine-Aspartic acid (RGD) sequences. A. mylitta silk fibroin microfibers were produced, and composites were made with PCL for the first time. The morphological, tensile, thermal, biodegradation, and biological properties of the composites were evaluated. Importantly, we tried to optimize the silk concentration within the composite to strike a balance among the cellular response, biodegradation, and mechanical strength of the composites. The results indicate that the PCL-silk fibroin microfiber composite could be an efficient biomaterial for bone tissue engineering.