This work compares the mechanical and thermal behaviour of fully biodegradable biocomposites based on polycaprolactone reinforced with three different natural fibres, namely hemp, sisal and coir, for potential applications in the field of orthoses. The same properties were further compared to those of two commercially available materials commonly used in the same prospective field. The results confirmed that the addition of natural fibres, irrespective of the origin of the fibres (leaf, bast or fruit) to a biodegradable matrix allows for significant improvement of the mechanical behaviour of the ensuing composites compared to traditional thermoplastic materials used in orthotics.