From compositional perspective, natural bone is a kind of inorganic and organic composite material; while from structural perspective, the basic structural unit of cortical bone is vascularized osteon. In this study, based on the biomimetic principle, a tissue-engineered construct was created to stimulate the basic building block of cortical bone-osteon with complex structure. To achieve this goal, a bi-layered polycaprolactone (PCL)/CaP composite scaffold was produced via a novel two-step fabrication process in the combination of electrospinning and twin screw extrusion. Its inner hollow tube was made of electrospun nanofibers, allowing the formation of a confluent layer of endothelial cells (MS-1) to resemble the Haversian canal, and its outer layer consisted of spiral PCL/CaP microfilament with high porosity, facilitating the proliferation and differentiation of pre-osteoblasts (MC3T3-E1) to form bone-like tissues. To explore the effect of material composition on scaffold bioactivity, three composite scaffolds with different outer layers were fabricated, including PCL, PCL/biphasic calcium phosphate (BCP) and PCL/beta-tricaclium phosphate (beta-TCP). And then the influences of scaffold composition on the behaviors of pre-osteoblasts were further investigated. Compared to PCL and PCL/beta-TCP, significantly more cell growth and higher calcium deposition are found on PCL/BCP scaffolds, precisely controlling the spatial distribution of different cells. Taken together, this bi-layered PCL/BCP scaffold partially mimics the complex structure of osteon, showing a promising potential in the orthopedic application.