A biomaterial scaffold is one of the key factors for successful tissue engineering. In recent years, an increasing tendency has been observed toward the combination of scaffolds and biomolecules, e.g. growth factors and therapeutic genes, to achieve bioactive scaffolds, which not only provide physical support but also express biological signals to modulate tissue regeneration. Huge efforts have been made on the exploration of strategies to prepare bioactive scaffolds. Within the past five years, electrospun scaffolds have gained an exponentially increasing popularity in this area because of their ultrathin fiber diameter and large surface-volume ratio, which is favored for biomolecule delivery. This paper reviews current techniques that can be used to prepare bioactive electrospun scaffolds, including physical adsorption, blend electrospinning, coaxial electrospinning, and covalent immobilization. In addition, this paper also analyzes the existing challenges (i.e., protein instability, low gene transfection efficiency, and difficulties in accurate kinetics prediction) to achieve biomolecule release from electrospun scaffolds, which necessitate further research to fully exploit the biomedical applications of these bioactive scaffolds.