<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2021-03-08</periodOfReport>

    <issuer>
        <issuerCik>0000105634</issuerCik>
        <issuerName>EMCOR Group, Inc.</issuerName>
        <issuerTradingSymbol>EME</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001230157</rptOwnerCik>
            <rptOwnerName>HAMM RICHARD F JR</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1291 SOUTHPORT DRIVE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>SARASOTA</rptOwnerCity>
            <rptOwnerState>FL</rptOwnerState>
            <rptOwnerZipCode>34242</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2021-03-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>5000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>106.275</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>31599</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">The price reported is the weighted average of all the shares sold on March 8, 2021.  The shares were sold at an average price of $106.275, at varying prices in the range of $105.960 to $106.792.  The Reporting Person undertakes, upon request by the Staff of the Securities and Exchange Commission, the Issuer, or a security holder of the Issuer, to provide full information regarding the number of shares sold at each separate price.</footnote>
        <footnote id="F2">Includes shares issuable in respect of Restricted Stock Units.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Maxine L. Mauricio, Attorney-in-Fact</signatureName>
        <signatureDate>2021-03-09</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2021-03-08
0000105634
EMCOR Group, Inc.
EME
0001230157
HAMM RICHARD F JR
1291 SOUTHPORT DRIVE
SARASOTA
FL
34242
1
0
0
0
Common Stock
2021-03-08
4
S
0
5000
106.275
D
31599
D
The price reported is the weighted average of all the shares sold on March 8, 2021.  The shares were sold at an average price of $106.275, at varying prices in the range of $105.960 to $106.792.  The Reporting Person undertakes, upon request by the Staff of the Securities and Exchange Commission, the Issuer, or a security holder of the Issuer, to provide full information regarding the number of shares sold at each separate price.
Includes shares issuable in respect of Restricted Stock Units.
Maxine L. Mauricio, Attorney-in-Fact
2021-03-09