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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2020-10-30</periodOfReport>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001718164</rptOwnerCik>
            <rptOwnerName>Reid William P</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>301 MERRITT SEVEN</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>NORWALK</rptOwnerCity>
            <rptOwnerState>CT</rptOwnerState>
            <rptOwnerZipCode>06851</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>2020-10-30</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>7</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>36981</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Represents restricted stock units (&quot;RSUs&quot;) issued in respect of already outstanding RSUs as a consequence of a dividend paid on the Company's common stock on October 30, 2020.  The RSUs issued on October 30, 2020 are subject to the same vesting and forfeiture provisions as the RSUs in respect of which they have been issued.</footnote>
        <footnote id="F2">Includes shares issuable in respect of RSUs.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Maxine L. Mauricio, Attorney-in-Fact</signatureName>
        <signatureDate>2020-11-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2020-10-30
0000105634
EMCOR Group, Inc.
EME
0001718164
Reid William P
301 MERRITT SEVEN
NORWALK
CT
06851
1
0
0
0
Common Stock
2020-10-30
4
A
0
7
0
A
36981
D
Represents restricted stock units ("RSUs") issued in respect of already outstanding RSUs as a consequence of a dividend paid on the Company's common stock on October 30, 2020.  The RSUs issued on October 30, 2020 are subject to the same vesting and forfeiture provisions as the RSUs in respect of which they have been issued.
Includes shares issuable in respect of RSUs.
Maxine L. Mauricio, Attorney-in-Fact
2020-11-02