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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2016-05-26</periodOfReport>

    <issuer>
        <issuerCik>0000783325</issuerCik>
        <issuerName>WEC ENERGY GROUP, INC.</issuerName>
        <issuerTradingSymbol>WEC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001518013</rptOwnerCik>
            <rptOwnerName>Garvin Robert M</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>231 WEST MICHIGAN STREET</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>MILWAUKEE,</rptOwnerCity>
            <rptOwnerState>WI</rptOwnerState>
            <rptOwnerZipCode>53203</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Exec Vice President - Ext Affs</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Phantom Stock Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2016-05-26</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>I</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>6492.6601</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>59.67</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <footnoteId id="F2"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F2"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>6492.6601</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>6528.9013</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">One-for-one.</footnote>
        <footnote id="F2">These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan (&quot;EDCP&quot;) and are to be settled following the reporting person's retirement or other termination of employment.</footnote>
        <footnote id="F3">Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Joshua M. Erickson, as Attorney-in-Fact</signatureName>
        <signatureDate>2016-05-31</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2016-05-26
0000783325
WEC ENERGY GROUP, INC.
WEC
0001518013
Garvin Robert M
231 WEST MICHIGAN STREET
MILWAUKEE,
WI
53203
0
1
0
0
Exec Vice President - Ext Affs
Phantom Stock Units
2016-05-26
4
I
0
6492.6601
59.67
A
Common Stock
6492.6601
6528.9013
D
One-for-one.
These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan ("EDCP") and are to be settled following the reporting person's retirement or other termination of employment.
Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.
Joshua M. Erickson, as Attorney-in-Fact
2016-05-31