Continuous porous hydroxyapatite (HA) scaffold has been considered to be used in bone tissue engineering. However, the low fracture property of HA scaffold has been a problem to be solved. In the present study, polycaprolactone (PCL) was introduced as a secondary phase into the porous structure of HA scaffold to improve the low fracture property. HA scaffolds were firstly fabricated using the template method. The HA scaffolds were then coated with PCL by changing the solution concentration from 1 to 5 wt%. Compression tests and SEM were done to examine the mechanical properties and the morphology of the two-phase composite scaffolds. It was found that the compression strength and modulus increased with increasing PCL concentration. It is also noted that PCL coating can greatly improve the brittleness of pure HA scaffolds. XRD test was also done to study the phase stability of HA and the two-phase scaffolds. There was no chemical reaction between PCL and HA observed by the XRD results. On the overall, these results indicated that PCL coating can effectively improve the low fracture property of pure HA scaffold and the two-phase scaffold could be a potential candidate for bone regeneration.