A human body supporting structure, particularly a bicycle saddle, includes a load-bearing shell having a topside designed to face towards a user and an underside designed to face a bicycle frame. The shell includes at least one continuous sheet element having at least one differently deformable portion located at particularly stressed regions of the user's body. The sheet element is formed of a thermoplastic resin matrix with reinforcement fibers embedded therein. The differently deformable portions have a smaller thickness (Si) and a locally greater average density (pi) than the rest of the extension of the shell, said portions are formed in a thermoforming step wherein a local thickness reduction is carried out by compression and by heating said sheet element to a temperature near the melting temperature of the thermoplastic matrix. A method of making such support structure is further provided.