A method for manufacturing a filtering module comprising the steps of: forming a multilayer body comprising a filter layer of semiconductor material and having a thickness of less than 10 μm, a first structural layer coupled to a first side of the filter layer, and a second structural layer coupled to a second side, opposite to the first side, of the filter layer; forming a recess in the first structural layer, which extends throughout its thickness; removing selective portions, exposed through the recess, of the filter layer to form a plurality of openings, which extend throughout the thickness of the filter layer; and completely removing the second structural layer to connect fluidically the first and second sides of the filter layer, thus forming a filtering membrane designed to inhibit passage of contaminating particles.