The treatment of osteomyelitis remains a challenge for orthopaedic surgeons. Controlled release of vancomycin from biodegradable microspheres is a promising method for eliminating infection. However, the large initial burst release may make it difficult to maintain the local vancomycin concentration superior to minimum inhibitory concentration for several weeks. The aims of this study were to explore applications of the silk fibroin (SF) as an aqueous coating material for vancomycin-loaded poly(ε-caprolactone) (PCL) microspheres, and investigate the effects of silk coating on in vitro drug release. Examinations of particle size analyses, vancomycin content, Fourier transform infrared spectroscopy, differential scanning calorimetry, scanning electron microscopy and in vitro drug release were performed. The results showed that silk coating could reduce the large initial burst release and retard the vancomycin release. Therefore, we suggest that the SF could be used as an aqueous coating material for vancomycin-loaded PCL microspheres and prolonged the drug release. SF coating on vancomycin-loaded PCL microspheres may be considered as an effective approach to prolong the drug release and improve the anti-infection effects.