The pressure monitoring guide wire 1 comprises an elongated tube 1 made of one piece of elastic Nickel Titanium alloy. The distal end portion 3 of tube 1 has transverse openings 6 formed through wall 5 of tube 1 for the entry of pressure waves into lumen 4. The distal end portion 3 of tube 1 which encompasses the openings 6, is malleable. A thermal treatment is made to the distal end portion 3 of a guide wire formed of an elongated tube 1 of one piece of elastic Nickel Titanium alloy having a distal end portion 3 with transverse openings 6.