The addition of naturally active compounds to implantable polymers is an efficient strategy against inflammation issues that might lead to rejection, while promoting controlled re-endothelialization of the tissues. This work proposes the use of winemaking by-products with high active properties of biomedical interest to obtain bioactive PLA by using supercritical technologies. First, two red grape pomace extracts, obtained by high-pressure extraction with supercritical CO and cosolvents (either ethanol or water-ethanol), have been studied. Second, two impregnation methods have been studied with both extracts, traditional supercritical CO-assisted impregnation (SSI) and a novel pressurized soaking method (PSI). The amount of extract impregnated as well as the bioactivity levels achieved-i.e., antioxidant, antimicrobial, and anti-inflammatory properties- have been determined for each extract and impregnation method at different pressure and temperature conditions. Both extracts obtained had good antioxidant, anti-inflammatory, and antibacterial capacities, especially the hydroethanolic one (0.50 ± 0.03 mg TE/g versus 0.24 ± 0.03 mg TE/g, respectively). Regarding impregnated filaments, impregnation loadings depended especially on the extract and P/T conditions, providing up to 8% (extract mass/polymer mass) of impregnation. The antioxidant capacity increased noteworthily by using the ethanolic extract by PSI, with values near 100 µg TE/g PLA.