The simultaneous therapy of tumor recurrence and bone defects resulting from surgical resection of osteosarcoma is still a challenge in the clinic. Combination therapy based on a localized drug-delivery system shows great promise in the treatment of osteosarcoma. Herein, bifunctional polydopamine (PDA)-modified curcumin (CM)-loaded silk fibroin (SF) composite (SF/CM-PDA) nanofibrous scaffolds, which combined photothermal therapy with chemotherapy to synergistically enhance osteosarcoma therapy, were prepared by PDA coating of the SF/CM nanofibrous scaffolds fabricated by supercritical carbon dioxide (SC-CO2) technology. The PDA coating improved hydrophilicity and mechanical strength of the SF/CM scaffolds. The SF/CM-PDA scaffolds present good photothermal conversion capacity and excellent photostability. The low pH and near-infrared (NIR) irradiation could effectively accelerate release of CM in the SF/CM-PDA scaffolds. The in vitro anticancer results indicated that the biocompatible SF/CM-PDA scaffolds had a long-term, stable, and superior anticancer effect compared to pure CM. Furthermore, the SF/CM-PDA scaffolds significantly increased the growth inhibition of osteosarcoma MG-63 cells under NIR irradiation (808 nm and 1.3 W/cm2). Besides, the SF/CM-PDA scaffolds could enhance osteoblast MC3T3-E1 cell proliferation in vitro when the mass ratio of CM was 0.05-0.5%. This work has therefore demonstrated that the bifunctional SF/CM-PDA scaffolds provide a competitive strategy for local osteosarcoma therapy and bone regeneration.