The hydrophobicity of 3D-printed PCL scaffolds leads to insufficient cell adhesion, limiting their application in bone repair. This study constructed zeolite imidazolate framework-8 (ZIF-8) modified PCL scaffolds with different coating densities and systematically evaluated their physicochemical properties and osteogenic effects. The results showed that low-density ZIF-8-coated PCL scaffolds exhibited better biocompatibility and osteogenic differentiation promotion capacity, while maintaining structural stability and mechanical properties. Mechanistically, the low-density coating can induce macrophages toward M2 polarization, thereby forming a more favorable osteogenic immune microenvironment. Simultaneously, in a rat skull defect model, this scaffold significantly promoted new bone regeneration and defect repair. This study indicates that ZIF-8 coating density is a key parameter affecting the immunomodulatory osteogenic efficacy of PCL scaffolds, providing a basis for the design and optimization of metal-organic framework (MOF)-based coated scaffolds.