Poly-L-lactic acid (PLLA) is one of the most commonly used synthetic materials for regenerative medicine, and silk fibroin (SF) is a natural protein with excellent biocompatibility. Combination of PLLA and SF in a proper proportion by electrospinning may generate composite nanofibers that could meet the requirements of scaffolding in bone tissue engineering. The application of PLLA/SF nanofibrous scaffold for osteogenesis is well established in vitro and in vivo. However, PLLA/SF nanofibrous scaffold does not have an ideal ability to promote cell adhesion, proliferation, and differentiation. Extracellular matrix (ECM) plays a critical role in modulating cellular behavior. However, the role of combination of natural ECM with nanofibrous scaffold in regulating osteogenic differentiation is unclear. In this study, we aimed to develop a novel composite PLLA/SF nanofibrous scaffold coated with osteoblast-derived extracellular matrix (O-ECM/PLLA/SF) and analyze the effects of the modified scaffold on osteogenic differentiation of BMSCs. The surface structural features and compositions of the O-ECM/PLLA/SF scaffold were characterized by SEM and immunofluorescence staining. The capacities of the O-ECM/PLLA/SF scaffold to induce osteogenic differentiation of BMSCs were investigated by alkaline phosphatase (ALP) and alizarin red staining (ARS). The results showed BMSCs cultured on O-ECM/PLLA/SF scaffold significantly increased osteogenic differentiation compared with cells cultured individually on a scaffold or O-ECM. Collectively, these findings indicate that O-ECM-coated nanofibrous scaffold can be a promising strategy for osteogenic differentiation of BMSCs, opening a new possibility of utilizing composite scaffolds for bone tissue engineering.