Pressure gauge for measuring a differential pressure (ΔP) between a first fluid at a first pressure (P-) and a second fluid at a second pressure (P+), comprising: - an external casing (2;12) which defines an internal chamber (2a;12a) sealingly closed off from an environment outside the casing and designed to be filled with the first fluid at a pressure (P-); - at least one inlet port (2c;12c) for supplying the said first fluid to the internal chamber; - a capsule (1;11) inserted inside the internal chamber (2a;12a) and designed to be filled with the second fluid at a pressure (P+), the capsule (1;11) being configured to be deformed, depending on the pressure difference between the pressure (P+) of the second fluid inside the capsule and the pressure (P-) of the first fluid inside the chamber; - an inlet port (1c,11c) for supplying the said second fluid to the capsule (1;11); - a unit (4;40) designed to convert the displacement of a part of the capsule (1;11) caused by the said deformation into an indication and/or a measurement of the value of the differential pressure between the first fluid and the second fluid; characterized in that it comprises: - a safety device (3;30;60) arranged inside the internal chamber (2a;12a) and in fluid communication between the inlet port (1c, 11c, 11d) for supplying the second fluid (P+) to the capsule (1;11) and the capsule itself; the safety device being configured to fluidly connect the inlet port (1c,11c,11d) for supplying the second fluid at a pressure (P+) with the internal chamber (2a;12a) for as long as the differential pressure (ΔP) between the inside of the chamber (2a;12a) and the second fluid inlet port is greater than or equal to a predefined safety value (Psaf) and to close the connection between said inlet port for supplying the second fluid and said internal chamber when said pressure difference value is less than said safety value. - an external casing (2;12) which defines an internal chamber (2a;12a) sealingly closed off from an environment outside the casing and designed to be filled with the first fluid at a pressure (P-); - at least one inlet port (2c;12c) for supplying the said first fluid to the internal chamber; - a capsule (1;11) inserted inside the internal chamber (2a;12a) and designed to be filled with the second fluid at a pressure (P+), the capsule (1;11) being configured to be deformed, depending on the pressure difference between the pressure (P+) of the second fluid inside the capsule and the pressure (P-) of the first fluid inside the chamber; - an inlet port (1c,11c) for supplying the said second fluid to the capsule (1;11); - a unit (4;40) designed to convert the displacement of a part of the capsule (1;11) caused by the said deformation into an indication and/or a measurement of the value of the differential pressure between the first fluid and the second fluid; characterized in that it comprises: - a safety device (3;30;60) arranged inside the internal chamber (2a;12a) and in fluid communication between the inlet port (1c, 11c, 11d) for supplying the second fluid (P+) to the capsule (1;11) and the capsule itself; the safety device being configured to fluidly connect the inlet port (1c,11c,11d) for supplying the second fluid at a pressure (P+) with the internal chamber (2a;12a) for as long as the differential pressure (ΔP) between the inside of the chamber (2a;12a) and the second fluid inlet port is greater than or equal to a predefined safety value (Psaf) and to close the connection between said inlet port for supplying the second fluid and said internal chamber when said pressure difference value is less than said safety value. - a safety device (3;30;60) arranged inside the internal chamber (2a;12a) and in fluid communication between the inlet port (1c, 11c, 11d) for supplying the second fluid (P+) to the capsule (1;11) and the capsule itself; the safety device being configured to fluidly connect the inlet port (1c,11c,11d) for supplying the second fluid at a pressure (P+) with the internal chamber (2a;12a) for as long as the differential pressure (ΔP) between the inside of the chamber (2a;12a) and the second fluid inlet port is greater than or equal to a predefined safety value (Psaf) and to close the connection between said inlet port for supplying the second fluid and said internal chamber when said pressure difference value is less than said safety value.