The incorporation of sensors into mechanical components is experiencing growing capabilities, thanks to emerging fabrication technologies such as metal additive manufacturing (AM). The functionalization of components with sensors has several applications in structural and performance monitoring, as well as failure prediction in prognostics and diagnostics operations. In this paper, a customized laser powder bed fusion (L-PBF) process is developed for embedding stand-alone sensors (and/or electronics, connectors, cables, etc.) into metal parts during the AM growth process. The method is based on interrupting and restarting the micromelting process after the sensor has been positioned. Finally, the integration process is used to fabricate a brake caliper with an embedded thermal sensor. The sensing performance is then validated on the assembled hydraulic braking system, with the aim of monitoring the thermal profile in working conditions.