The paper investigates the use of a direct virtual sensor (DVS) to replace a physical sensor in a vehicle stability control system. A yaw control system is considered and the proposed solution can be particularly useful when a fault of the yaw rate physical sensor occurs. A DVS is a stable linear filter derived directly from input–output data, collected in a preliminary experiment. In this work, it is shown that, by using data collected in a closed-loop fashion, better DVS accuracy can be obtained with a reduced number of measured variables. Moreover, the robust stability of the closed-loop system employing a DVS is studied. The effectiveness of the presented results is shown through numerical simulations of harsh manoeuvres, performed using a detailed model of a vehicle equipped with an active front steering device.