A stress sensor includes: a substrate, having a face and a recess, open to the face; and a sensor chip of semiconductor material, housed in the recess and bonded to the substrate, the sensor chip being provided with a plurality of sensing components of piezoresistive material. The substrate has a thickness which is less by at least one order of magnitude with respect to a main dimension of the face. Further, the sensor chip has a thickness which is less by at least one order of magnitude with respect to the thickness of the substrate, and a Young's module of the substrate and a Young's module of the sensor chip are of the same order of magnitude.