This paper presents a feasibility study of using 3D printing (or additive manufacturing) technique to fabricate polycaprolactone films and membranes. Polycaprolactone is a biocompatible and biodegradable polymer found in many medical applications. In this research, a desktop plotter is used to print polycaprolactone solution line by line. It has been demonstrated that the 3D printing process is able to print a film/membrane with anisotropic structure and pre-definable porosity. This process is different from solvent casting or electrospinning which has limited control over the structure of the film/membrane. This work offers an alternative approach for film/membrane fabrication, and the findings in this preliminary study are potentially useful for developing new medical devices.