The invention relates to a self-locking nut (1) having an upper threaded collar (3) provided with longitudinal slots (7), being V or U shaped, also with sharp edge, defining in the collar a plurality of circular arc segments (9) compressed by an external helical spring (5), and in which the collar slots have such a width as not to allow the mutual contact of the circular arc segments (9) compressed by the spring. The spring of the self-locking nut is made of precipitation hardening stainless steel whereby it shows high constancy of braking torque features even for repeated screwing/unscrewing cycles. The invention also relates to a method for manufacturing the nut.