Recently, three-dimensional printing (3DP) technology has been widely adopted in biology and biomedical applications, thanks to its capacity to readily construct complex 3D features. Using hot-melt extrusion 3DP, scaffolds for bone tissue engineering were fabricated using a composite of biodegradable polycaprolactone (PCL) and hydroxyapatite (HA). However, there are hardly any published reports on the application of the fused deposition modeling (FDM) method using feed filaments, which is the most common 3D printing method. In this study, we report on the fabrication and characterization of biocompatible filaments made of polycaprolactone (PCL)/hydroxyapatite (HA), a raw material mainly used for bone scaffolds, using FDM 3D printing. A series of filaments with varying HA content, from 5 to 25 wt.%, were fabricated. The mechanical and electrical properties of the various structures, printed using a commercially available 3D printer, were examined. Specifically, mechanical tensile tests were performed on the 3D-printed filaments and specimens. In addition, the electrical dielectric properties of the 3D-printed structures were investigated. Our method facilitates the fabrication of biocompatible structures using FDM-type 3DP, creating not only bone scaffolds but also testbeds for mimicking bone structure that may be useful in various fields of study.