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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2019-07-09</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001041958</rptOwnerCik>
            <rptOwnerName>CULVER CURT S</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>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>2019-07-09</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>367</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>85.30</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>367</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2019-07-12</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>191</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>85.69</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>176</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2011.0432</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Due to broker error, this transaction was inadvertently not previously reported on a Form 4.</footnote>
        <footnote id="F2">The July 9, 2019 purchase transaction, which was not directed by the reporting person, was matchable against the July 12, 2019 sale transaction, which was also not directed by the reporting person, under Section 16(b) of the Securities Exchange Act of 1934. The reporting person has paid the Issuer $74.49, representing the profit realized in connection with the short-swing transaction.</footnote>
        <footnote id="F3">Includes shares acquired pursuant to dividend reinvestment 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>2019-09-05</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2019-07-09
0
0000783325
WEC ENERGY GROUP, INC.
WEC
0001041958
CULVER CURT S
231 WEST MICHIGAN STREET
MILWAUKEE,
WI
53203
1
0
0
0
Common Stock
2019-07-09
4
P
0
367
85.30
A
367
I
By Trust
Common Stock
2019-07-12
4
S
0
191
85.69
D
176
I
By Trust
Common Stock
2011.0432
D
Due to broker error, this transaction was inadvertently not previously reported on a Form 4.
The July 9, 2019 purchase transaction, which was not directed by the reporting person, was matchable against the July 12, 2019 sale transaction, which was also not directed by the reporting person, under Section 16(b) of the Securities Exchange Act of 1934. The reporting person has paid the Issuer $74.49, representing the profit realized in connection with the short-swing transaction.
Includes shares acquired pursuant to dividend reinvestment in transactions exempt from Section 16 pursuant to Rule 16a-11.
Joshua M. Erickson, as attorney in fact
2019-09-05