Tissue engineering macroporous scaffolds are important for regeneration of large volume defects resulting from diseases such as breast or bone cancers. Another important part of the treatment of these conditions is adjuvant drug therapy to prevent disease recurrence or surgical site infection. In this study, we developed a new type of macroporous scaffolds that have drug loading and release functionality to use in these scenarios. 3D printing allows for building macroporous scaffolds with deterministically designed complex architectures for tissue engineering yet they often have low surface areas thus limiting their drug loading capability. In this proof-of-concept study, we aimed to introduce microscale porosity into macroporous scaffolds to allow for efficient yet simple soak-loading of various clinical drugs and control their release. Manufacturing of scaffolds having both macroporosity and microscale porosity remains a difficult task. Here, we combined porogen leaching and 3D printing to achieve this goal. Porogen microparticles were mixed with medical grade polycaprolactone and extruded into scaffolds having macropores of 0.7 mm in size. After leaching, intra-strut microscale pores were realized with pore size of 20–70 μm and a total microscale porosity of nearly 40%. Doxorubicin (DOX), paclitaxel (PTX) and cefazolin (CEF) were chosen as model drugs of different charges and solubilities to soak-load the scaffolds and achieved loading efficiency of over 80%. The microscale porosity was found to significantly reduce the burst release allowing the microporous scaffolds to release drugs up to 200, 500 and 150 h for DOX, PTX and CEF, respectively. Finally, cell assays were used and confirmed the bioactivities and dose response of the drug-loaded scaffolds. Together, the findings from this proof-of-concept study demonstrate a new type of scaffolds with dual micro-, macro-porosity for tissue engineering applications with intrinsic capability for efficient loading and sustained release of drugs to prevent post-surgery complications.