In tissue engineering, scaffolds with multiscale functionality, especially with the ability to release locally multiple or specific bioactive molecules to targeted cell types, are highly desired in regulating appropriate cell phenotypes. In this study, poly (epsilon-caprolactone) (PCL) solutions (8% w/v) containing different amounts of bovine serum albumin (BSA) with or without collagen were electrospun into nanofibres. As verified by protein release assay and fluorescent labelling, BSA and collagen were successfully incorporated into electrospun nanofibres. The biological activity of functionalised fibres was proven in the cell culture experiments using human dermal fibroblasts. By controlling the sequential deposition and fibre alignment, 3D scaffolds with spatial distribution of collagen or BSA were assembled using fluorescently labelled nanofibres. Human dermal fibroblasts showed preferential adhesion to PCL nanofibres containing collagen than PCL alone. Taken together, multiscale scaffolds with diverse functionality and tunable distribution of biomolecules across the nanofibrous scaffold can be fabricated using electrospun nanofibres.