An AMR-type integrated magnetoresistive sensor sensitive to perpendicular magnetic fields is formed on a body of semiconductor material covered by an insulating region. The insulating region houses a set/reset coil and a magnetoresistor arranged on the set/reset coil. The magnetoresistor is formed by a magnetoresistive strip of an elongated shape parallel to the preferential magnetization direction. A concentrator of ferromagnetic material is arranged on top of the insulating region as the last element of the sensor and is formed by a plurality of distinct ferromagnetic regions aligned parallel to the preferential magnetization direction.