A pressure regulator includes an outlet pressure sensor, loading and unloading electromagnetic valves, and a regulator control circuit operatively connected to the loading and unloading electromagnetic valves and configured to pilot the loading and unloading electromagnetic valves to cancel an error signal given by a difference between an inlet signal corresponding to a desired outlet pressure and a feedback signal provided by the outlet pressure sensor. The pressure regulator includes an engaging current analysis circuit to detect and store reference characteristics of the engaging current of the solenoid of the loading electromagnetic valve in a stable inlet pressure condition, monitor the engaging current to detect any variation of its characteristics with respect to the corresponding reference characteristics, and, in the event of variation, provide a pilot modulation signal to at least one of the loading or unloading electromagnetic valves or a pressure variation signal to the regulator control circuit.