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Despite the potential of extrusion-based printing of thermoplastic polymers in bone tissue engineering, the inherent nonporous stiff nature of the printed filaments may elicit immune responses that influence bone regeneration. In this study, bone scaffolds made of polycaprolactone (PCL) filaments with different internal microporosity and stiffness was 3D-printed. It was achieved by combining three fabrication techniques, salt leaching and 3D printing at either low or high temperatures (LT/HT) with or without nonsolvent induced phase separation (NIPS). Printing PCL at HT resulted in stiff scaffolds (modulus of elasticity (E): 403 ± 19 MPa and strain: 6.6 ± 0.1%), while NIPS-based printing at LT produced less stiff and highly flexible scaffolds (E: 53 ± 10 MPa and strain: 435 ± 105%). Moreover, the introduction of porosity by salt leaching in the printed filaments significantly changed the mechanical properties and degradation rate of the scaffolds. Furthermore, this study aimed to show how these variations influence proliferation and osteogenic differentiation of human bone marrow-derived mesenchymal stromal cells (hBMSC) and the maturation and activation of human monocyte-derived dendritic cells (Mo-DC). The cytocompatibility of the printed scaffolds was confirmed by live–dead imaging, metabolic activity measurement, and the continuous proliferation of hBMSC over 14 days. While all scaffolds facilitated the expression of osteogenic markers (RUNX2 and Collagen I) from hBMSC as detected through immunofluorescence staining, the variation in porosity and stiffness notably influenced the early and late mineralization. Furthermore, the flexible LT scaffolds, with porosity induced by NIPS and salt leaching, stimulated Mo-DC to adopt a pro-inflammatory phenotype marked by a significant increase in the expression of IL1B and TNF genes, alongside decreased expression of anti-inflammatory markers, IL10 and TGF1B. Altogether, the results of the current study demonstrate the importance of tailoring porosity and stiffness of PCL scaffolds to direct their biological performance toward a more immune-mediated bone healing process.