A MEMS triaxial magnetic sensor device includes a sensing structure having: a substrate; an outer frame, which internally defines a window and is elastically coupled to first anchorages fixed with respect to the substrate by first elastic elements; a mobile structure arranged in the window, suspended above the substrate, which is elastically coupled to the outer frame by second elastic elements and carries a conductive path for flow of an electric current; and an elastic arrangement operatively coupled to the mobile structure. The mobile structure performs, due to the first and second elastic elements and the arrangement of elastic elements, first, second, and third sensing movements in response to Lorentz forces from first, second, and third magnetic-field components, respectively. The first, second, and third sensing movements are distinct and decoupled from one another.