A sensorized roller of a bearing, the sensorized roller having a sensor module located within an axially extending hollow cylindrical bore. The sensor module is equipped with one or more deformation sensors for detecting deformation of the roller bore due to a radial load acting on the roller. The sensor module comprises a rigid housing that is shaped to fit inside the roller bore and is mounted to the roller bore with a small radial clearance between an outer cylindrical surface of the housing an inner cylindrical surface of the bore. Each of the one or more deformation sensors is formed by a proximity sensor that is accommodated at the outer cylindrical surface of the housing. A sensing element of the proximity sensor faces the inner cylindrical surface of the roller bore and measures a radial gap therebetween; the radial gap being indicative of bore deformation.