Grease the Air Fryer Basket with cooking spray and then slide inside.
Adjust the temperature of Air Fryer to 400 °F to preheat for 5 minutes.
Season each scallop with salt and black pepper evenly.
After preheating, arrange the scallops into the greased Air Fryer Basket in a single layer.
Slide the basket into Air Fryer and set the time for 6 minutes.
Meanwhile, for the sauce: in a bowl, mix together the remaining ingredients.
After cooking time is finished, remove the scallops from Air Fryer and transfer onto serving plates.
Top with caper sauce and serve immediately.