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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2017-09-18</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001185603</rptOwnerCik>
            <rptOwnerName>KELSEY MARGARET C</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>231 W. 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>Executive VP, Legal</officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable></nonDerivativeTable>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Phantom Stock Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2017-09-18</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>2290.7758</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>65.48</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F3"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>2290.7758</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2290.7758</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">One-for-one.</footnote>
        <footnote id="F2">These phantom stock units were acquired pursuant to a deferral of compensation in an acquisition exempt from Section 16(b) pursuant to Rule 16b-3(d).</footnote>
        <footnote id="F3">These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan and are to be settled following the reporting person's retirement or other termination of employment.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Joshua M. Erickson, as Attorney-in-Fact</signatureName>
        <signatureDate>2017-09-20</signatureDate>
    </ownerSignature>
</ownershipDocument>
[{"type": "4", "sequence": "1", "filename": "wf-form4_150594420249705.xml", "description": "FORM 4", "secsgml_size_bytes": 4231}]
X0306
4
2017-09-18
0
0000783325
WEC ENERGY GROUP, INC.
WEC
0001185603
KELSEY MARGARET C
231 W. MICHIGAN STREET
MILWAUKEE
WI
53203
0
1
0
0
Executive VP, Legal
Phantom Stock Units
2017-09-18
4
A
0
2290.7758
65.48
A
Common Stock
2290.7758
2290.7758
D
One-for-one.
These phantom stock units were acquired pursuant to a deferral of compensation in an acquisition exempt from Section 16(b) pursuant to Rule 16b-3(d).
These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan and are to be settled following the reporting person's retirement or other termination of employment.
Joshua M. Erickson, as Attorney-in-Fact
2017-09-20