Polycaprolactone (PCL) is a bioresorbable and biocompatible polymer that has been widely used in long-term implants and controlled drug release applications. However, when it comes to tissue engineering, PCL suffers from some shortcomings such as slow degradation rate, poor mechanical properties, and low cell adhesion. The incorporation of calcium phosphate-based ceramics and bioactive glasses into PCL has yielded a class of hybrid biomaterials with remarkably improved mechanical properties, controllable degradation rates, and enhanced bioactivity that are suitable for bone tissue engineering. This review presents a comprehensive study on recent advances in the fabrication and properties of PCL-based composite scaffolds containing calcium phosphate-based ceramics and bioglasses in terms of porosity, degradation rate, mechanical properties, in vitro and in vivo biocompatibility and bioactivity for bone regeneration applications. The fabrication routes range from traditional methods such as solvent casting and particulate leaching to novel approaches including solid free-form techniques.