Growth factor incorporation in biomedical constructs for their local delivery enables specific pharmacological effects such as the induction of cell growth and differentiation. This has enabled a promising way to improve the tissue regeneration process. However, it remains challenging to identify an appropriate approach that provides effective growth factor loading into biomedical constructs with their following release kinetics in a prolonged manner. In the present work, we performed a systematic study, which explores the optimal strategy of growth factor incorporation into sub-micrometric-sized CaCO3 core-shell particles (CSPs) and hollow silica particles (SiPs). These carriers were immobilized onto the surface of the polymer scaffolds based on polyhydroxybutyrate (PHB) with and without reduced graphene oxide (rGO) in its structure to examine the functionality of incorporated growth factors. Bone morphogenetic protein-2 (BMP-2) and ErythroPOietin (EPO) as growth factor models were included into CSPs and SiPs using different entrapping strategies, namely, physical adsorption, coprecipitation technique, and freezing-induced loading method. It was shown that the loading efficiency, release characteristics, and bioactivity of incorporated growth factors strongly depend on the chosen strategy of their incorporation into delivery systems. Overall, we demonstrated that the combination of scaffolds with drug delivery systems containing growth factors has great potential in the field of tissue regeneration compared with individual scaffolds.