The design and fabrication of advanced biocompatible and bioresorbable materials able to mimic the natural tissues present in the human body constitutes an important challenge in regenerative medicine. The size-dependent properties that materials exhibit at the nanoscale as a consequence of their higher surface-to-volume ratio have opened a wide range of opportunities for applications in almost every imaginable field. In this regard, the incorporation of magnetic nanoparticles (MNPs) into biocompatible scaffold formulations provides final materials with additional multifunctionality and reinforced mechanical properties for bone tissue engineering applications. In addition to the biological implications due to their magnetic character (i.e., magnetic stimuli that favor the cell adhesion/proliferation, guiding of growth factors loaded magnetic nanocarriers, etc.), the ability of superparamagnetic scaffolds to simultaneously show magnetic hyperthermia when a dynamic external magnetic field is applied become promising to treat critical bone defects caused by malignant bone cancer through a combined therapy consisting of on demand temperature increase and thermally activated drug delivery. In this paper, we will comment on several different approaches to construct magnetic scaffolds with hyperthermia properties for bone tissue engineering. Experimental details about the design, fabrication and physicochemical characterization of a representative set of magnetic scaffolds have been described, focusing on their hyperthermia properties. The following synthesis procedures to magnetize biocompatible scaffolds reported in this paper covers dip coating of biocompatible gelatin-based scaffolds in aqueous MNPs dispersions, iron doping of the hydroxyapatite (HA) crystal structure, and incorporation of magnetic bioresorbable HA nanoparticles into poly-ε-caprolactone-based polymeric matrices.