A novel sequential processing approach to fabricate versatile fibres containing encapsulated materials is presented. It is based on developing highly porous fibres, to be filled with functional materials and coated with protective layers. Applicability of the approach to develop porous poly(methyl methacrylate) (PMMA) fibres with encapsulated antibacterial salts within a coating is demonstrated. The salt was introduced to the fibre via a sacrificial solvent. Desired solvent properties to ensure successful filling was discussed. The salt was encapsulated via spray coating. The coating characteristics were tuned via vapour treatment to facilitate controllable radial salt release. Large volume axial release was also achieved due to the axial pore connectivity. Compared to state-of-the-art methods to produce fibres with functional material inclusions such as emulsion electrospinning, the method presented herein, due to its sequential processing nature, offers greater freedom in material selection and thus broad applications of the fibres.