The repair of large load-bearing bone defects requires superior mechanical strength, a feat that a single hydrogel scaffold cannot achieve. The objective is to seamlessly integrate optimal microarchitecture, mechanical robustness, vascularisation, and osteoinductive biological responses to effectively address these critical load-bearing bone defects. To confront this challenge, three-dimensional (3D) printing technology was employed to prepare a polycaprolactone (PCL)-based integrated scaffold. Within the voids of 3D printed PCL scaffold, a methacrylate gelatin (GelMA)/methacrylated silk fibroin (SFMA) composite hydrogel incorporated with parathyroid hormone (PTH) peptide-loaded mesoporous silica nanoparticles (PTH@MSNs) was embedded, evolving into a porous PTH@MSNs/GelMA/SFMA/PCL (PM@GS/PCL) scaffold. The feasibility of fabricating this functional scaffold with a customised hierarchical structure was confirmed through meticulous chemical and physical characterisation. Compression testing unveiled an impressive strength of 17.81 ± 0.83 MPa for the composite scaffold. Additionally, in vitro angiogenesis potential of PM@GS/PCL scaffold was evaluated through Transwell and tube formation assays using human umbilical vein endothelium, revealing the superior cell migration and tube network formation. The alizarin red and alkaline phosphatase staining assays using bone marrow-derived mesenchymal stem cells clearly illustrated robust osteogenic differentiation properties within this scaffold. Furthermore, the bone repair potential of the scaffold was investigated on a rat femoral defect model using micro-computed tomography and histological examination, demonstrating enhanced osteogenic and angiogenic performance. This study presents a promising strategy for fabricating a microenvironment-matched composite scaffold for bone tissue engineering, providing a potential solution for effective bone defect repair.