The pivotal step in Guided Bone Regeneration (GBR) therapy is the insertion of a membrane for support and barrier functions. Here, we studied the effect of the addition of silica nanoparticles (Si-NPs) in electrospun poly(ε-caprolactone) (PCL) membranes to improve the mechanical and osteoconductive properties of the membranes. To this end, Si-NPs were firstly synthesized and then suspended in PCL solutions containing a polar solvent (2,2,2-trifluroethanol) and water with the addition of an anionic surfactant. Nanocomposite membranes were fabricated from the solutions through an electrospinning technique. Morphology, structure and chemical composition, and tensile properties of the membranes were analyzed. Membrane stability was determined by visual examination of the membranes after immersion in phosphate buffered saline. The effect of the materials on osteoblastic differentiation was evaluated by in vitro culture of the membranes with MC3T3-E1 osteoblastic cells. The results indicated that Si-NPs were successfully incorporated in the interior of the PCL electrospun fibers during the electrospinning process. Tensile modulus was significantly increased for composition S50 and tensile strength significantly increased for compositions S25 and S50. Membranes containing Si-NPs have shown to be cytocompatible. The results obtained demonstrate that the Si-NPs were homogeneously incorporated in the electrospun fibers, resulting in an improvement of the tensile properties of the prepared materials.