The development of ideal organic-inorganic composite scaffold with porous structure and favorable osteoinductive properties that mimics the extracellular matrix composition of bone, is essential for the guidance of new bone formation in orthopaedic practice. Nowadays, numerous efforts have been dedicated to constructing implantable biocomposite scaffolds with appropriate structure and bioactivity for repairing bone defects. In this study, we fabricated chitosan-alginate-gelatin (CAG)-based porous biocomposite scaffolds with calcium phosphate coating on the surface and dexamethasone (DEX)-loaded mesoporous silica nanoparticles within the scaffold, which allows sustained release of DEX for bone tissue engineering application. The inorganic components of calcium phosphate crystals formed on the wall of scaffolds were obtained through electrochemical deposition method. The hybrid mineralized scaffolds demonstrate significantly high mechanical strength and reduced swelling property compared with pristine CAG scaffolds. The in vitro proliferation and osteogenic differentiation of rat bone marrow-derived mesenchymal stem cells (BMSCs) cultured on biocomposite scaffolds were significantly enhanced. Furthermore, in vivo experiments revealed that biocomposite scaffolds with minerals deposition and DEX loading showed better new bone formation ability, as compared to pure CAG scaffold and single mineralized scaffold. Therefore, the developed biocomposite scaffolds may be highly promising as local implantable scaffolds for potential applications in bone tissue engineering.