The invention concerns a monitoring device (18) integrated to a microprocessor chip (12) executing a series of instructions comprising: device (26) for producing simultaneously several types of monitoring messages of the microprocessor, a buffer (28) divided into several blocks (A, B, C, D, E) each of which is designed to store only messages of one of the types capable of being produced simultaneously, the size of each block depending on the maximum frequency at which the messages can be stored, and device (26) for, each time one or more messages are simultaneously stored in the blocks (A, B, C, D, E) of the buffer (28), storing in a predetermined block (F) of the buffer a coded value representing said block(s) of the buffer.