To develop tissue engineering scaffolds that possess similar morphological structures to natural extracellular matrices (ECMs) is a major technological challenge. Herein, the feasibility of utilizing polycaprolactone (PCL) as biocompatible and biodegradable binding agent to fabricate electrospun three-dimensional (3D) scaffolds has been demonstrated. The obtained 3D scaffolds are soft while elastic, and they possess interconnected and hierarchically structured pores with sizes in the range from sub-microns to hundreds of microns; hence, they are morphologically similar to natural ECMs thus well suited for cell functions and tissue formation. It is envisioned that various thermoplastic polymers could be fabricated into 3D nanofibrous scaffolds/structures by first making blend nanofibers with PCL followed by processing via the thermally induced (nanofiber) self-agglomeration (TISA) method and finally being thermally stabilized, and the resulting electrospun 3D nanofibrous scaffolds/structures might to be useful for a variety of applications (particularly those related to tissue engineering).