An integrated magnetic sensor formed in a body including a substrate of semiconductor material, which integrates a Hall cell. A trench is formed in the body, for example, on the back of the substrate, and is delimited by lateral surface portions that extend in a direction transverse to the main face of the body. The trench has a depth in a direction perpendicular to the main face that is much greater than its width in a direction parallel to the main face of the body, between the lateral surface portions. A concentrator made of ferromagnetic material is formed within the trench and is constituted by two ferromagnetic regions, which are set at a distance apart from one another and extend along the lateral surface portions of the trench towards the first Hall cell.