Electrospinning is one of the efficient processes to fabricate polymeric fibrous scaffolds for several biomedical applications. Several studies have published to demonstrate drug release from electrospun scaffolds. Blends of natural and synthetic electrospun fibers provide excellent platform to combine mechanical and bioactive properties. Drug release from polymer blends is a complex process. Drug release from polymer can be dominated by one or more of following mechanisms: polymer erosion, relaxation, and degradation. In this study, electrospun polycaprolactone (PCL)-gelatin blends are investigated to understand release mechanism of Rhodamine B dye. Also, this article summarizes the effect of high-pressure carbon dioxide on drug loading and release from PCL-gelatin fibers. Results indicate that release media diffusion is a dominant mechanism for PCL-gelatin electrospun fibers. Thickness of electrospun mat becomes critical for blends with gelatin. As gelatin is highly soluble in water and has tendency of gelation, it affects diffusion of release media in and out of scaffold. This article is a key step forward in understanding release from electrospun blends.