An MTJ sensor having low hysteresis and high sensitivity is disclosed. The MTJ sensor includes, in one embodiment, a bridge with first and second active MTJ elements and first and second passive MTJ elements connected in a Wheatstone bridge configuration. First and second magnetic shield elements are located over the first and second passive MTJ elements and form a gap therebetween that concentrates magnetic flux toward the first and second active MTJ elements. A three-dimensional coil is wound around the first and second magnetic shield elements with over-windings located over the first and second magnetic shield elements and under-windings located under the first and second magnetic shield elements, connected together by a plurality of vias adjacent the first and second magnetic shield elements.