Electrospun polymeric nanofibrous scaffold possesses significant potential in the field of tissue engineering due to its extracellular matrix mimicking topographical features that modulate a variety of key cellular activities. However, traditional two-dimensional (2D) electrospun scaffolds are generally close-packed fiber mats which prohibit cell infiltration and proliferation. Consequently, the applications of electrospun scaffolds in regenerative medicine are limited. In this study, we detail the use of a needle collector to fabricate three-dimensional (3D) electrospun poly-ε-caprolactone (PCL) scaffolds with multi-scale fiber dimensions. The resultant pore size is 4 times larger than conventional 2D electrospun scaffolds with interweaving micro (3.3 ± 0.6 µm) and nano (240 ± 50 nm) fibers. The scaffold was surface modified by grafting with gelatin molecules. It was found that surface modification significantly improved human dermal fibroblasts (HDFs) cell infiltration throughout the 3D multi-scale scaffold. Even after an extended culture period of up to 28 days, cell proliferation was well supported in the surface-modified 3D multi-scale scaffold as confirmed by Ki67 staining. Extracellular matrix proteins secreted by the HDFs was evident on the 3D multi-scale PCL scaffold showing promising potential to facilitate tissue regeneration, in particular dermal tissue engineering.