A method manufactures a gas sensor integrated on a semiconductor substrate. The method includes: realizing a first plurality of openings in the semiconductor substrate; realizing a crystalline silicon membrane suspended on the semiconductor substrate, forming an insulating cavity buried in the substrate; realizing a second plurality of openings in the semiconductor substrate, so as to totally suspend on the semiconductor substrate the crystalline silicon membrane; realizing, through a thermal oxidation process of the totally suspended crystalline silicon membrane, a suspended dielectric membrane; realizing, through selective photolithography, a heating element; realizing, through selective photolithography, electrodes and a pair of electric contacts; and selectively realizing, above the electrodes, a sensitive element by compacting layers of metallic oxide through a sintering process generated in the gas sensor by connecting the electrodes to a voltage generator.