Foamed polycaprolactone impregnated with quercetin was carried out with a batch foaming technique using supercritical CO₂. The experimental design was developed to study the influence of pressure (15–30 MPa), temperature (308–333 K), and depressurization rate (0.1–20) on the foam structure, melting temperature, and release tests of composites. The characterization of the experiments was carried out using scanning electron microscopy, X-ray diffractometer, and differential scanning calorimetry techniques. It was observed that the porosity created in the polymer had a heterogeneous structure, as well as the impregnation of the quercetin during the process. On the other hand, controlled release tests showed a significant delay in the release of quercetin compared to commercial quercetin.