Gradient biomaterials can offer progressively changed signals to specific tissue interface, and thereby modulate the conjunction between different tissues. A linear density gradient of alendronate (Aln), a molecule that is capable of promoting osteogenic differentiation of bone mesenchymal stem cells (BMSCs), was created on the aminolyzed poly(ε-caprolactone) (PCL) membrane. X-ray photoelectron spectroscopy and quartz crystal microbalance with dissipation revealed the linear increase of Aln amount as a function of position on the PCL membrane. By contrast, the surface wettability and energy were kept unchanged. The surface-grafted Aln showed a stronger ability to induce the osteogenic differentiation of rat BMSCs than its counterpart in culture medium of the same amount, and the osteo-inductive culture medium. On the Aln-grafted gradient surface the BMSCs showed gradient osteogenic differentiation as a function of membrane position in terms of cell morphology, alkaline phosphatase activity, calcium deposition, and the expression of osteogenic proteins including collagen type I, Runt-related transcription factor 2 (Runx2) and osteocalcin (OCN).