A method of making a monolithically integrated pressure sensor includes making a cavity in the semiconductor substrate. This may be formed by plasma etching the front side or the back side of the silicon wafer to cut a plurality of trenches or holes deep enough to extend for at least part of its thickness into a doped buried layer of opposite type of conductivity of the substrate and of the epitaxial layer grown over it. The method may also include electrochemically etching through such trenches, and the silicon of the buried layer with an electrolytic solution suitable for selectively etching the doped silicon of the opposite type of conductivity, thereby making the silicon of the buried layer porous. The method may also include oxidizing and leaching away the silicon so made porous.