A substrate-level assembly having a device substrate of semiconductor material with a top face and housing a first integrated device, including a buried cavity formed within the device substrate, and with a membrane suspended over the buried cavity in the proximity of the top face. A capping substrate is coupled to the device substrate above the top face so as to cover the first integrated device in such a manner that a first empty space is provided above the membrane. Electrical-contact elements electrically connect the integrated device with the outside of the substrate-level assembly. In one embodiment, the device substrate integrates at least a further integrated device provided with a respective membrane, and a further empty space, fluidly isolated from the first empty space, is provided over the respective membrane of the further integrated device.