An integrated AMR magnetoresistive sensor has a magnetoresistor, a set/reset coil and a shielding region arranged on top of each other. The set/reset coil is positioned between the magnetoresistor and the shielding region. The magnetoresistor is formed by a magnetoresistive strip of an elongated shape having a length in a first direction parallel to the preferential magnetization direction and a width in a second direction perpendicular to the first direction. The set/reset coil has at least one stretch extending transversely to the magnetoresistive strip. The shielding region is a ferromagnetic material and has a width in the second direction greater than the width of the magnetoresistive strip so as to attenuate the external magnetic field traversing the magnetoresistive strip and increase the sensitivity scale of the magnetoresistive sensor.