The present study aimed to prepare nanofibers by electrospinning in the system polylactic acid-hydroxyapatite-doxycycline (PLA-HAP-Doxy) to be used as a drug delivery vehicle. Two different routes were employed for the preparation of Doxy-containing nanofibers: Immobilization on the electrospun mat’s surface and encapsulation in the fiber structure. The nanofibers obtained by Doxy encapsulation were characterized using Fourier transform infrared (FTIR) spectroscopy, thermogravimetric (TG) and differential thermal analyses (DTA) and scanning electron microscopy (SEM). The adsorption properties of pure PLA and PLA-HAP nanofibers were investigated for solutions with different Doxy concentrations (3, 7 and 12 wt%). Moreover, the desorption properties of the active substance were tested in two different fluids, simulated body fluid (SBF) and phosphate buffer solution (PBS), to evidence the drug release properties. In vitro drug release studies were performed and different drug release kinetics were assessed to confirm the use of these nanofiber materials as efficient drug delivery vehicles. The obtained results indicate that the PLA-HAP-Doxy is a promising system for biomedical applications, the samples with 3 and 7 wt% of Doxy-loaded PLA-HAP nanofibers prepared by physical adsorption are the most acceptable membranes to provide prolonged release in PBS/SBF rather than an immediate release of Doxy.