The MEMS gyroscope is formed by a substrate, a first mass and a second mass, wherein the first and the second masses are suspended over the substrate and extend, at rest, in a plane of extension defining a first direction and a second direction transverse to the first direction. The MEMS gyroscope further has a drive structure coupled to the first mass and configured, in use, to cause a movement of the first mass in the first direction, and an elastic coupling structure, which extends between the first mass and the second mass and is configured to couple the movement of the first mass in the first direction with a movement of the second mass in the second direction. The elastic coupling structure has a first portion having a first stiffness and a second portion having a second stiffness greater than the first stiffness.