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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2020-07-30</periodOfReport>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001529253</rptOwnerCik>
            <rptOwnerName>Schwarzwaelder Steven</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>35 WATERGATE DRIVE, UNIT 702</rptOwnerStreet1>
            <rptOwnerStreet2>THE TOWER RESIDENCES</rptOwnerStreet2>
            <rptOwnerCity>SARASOTA</rptOwnerCity>
            <rptOwnerState>FL</rptOwnerState>
            <rptOwnerZipCode>34236</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>2020-07-30</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>3</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16705</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 July 30, 2020.  The RSUs issued on July 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>2020-07-31</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2020-07-30
0000105634
EMCOR Group, Inc.
EME
0001529253
Schwarzwaelder Steven
35 WATERGATE DRIVE, UNIT 702
THE TOWER RESIDENCES
SARASOTA
FL
34236
1
0
0
0
Common Stock
2020-07-30
4
A
0
3
0
A
16705
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 July 30, 2020.  The RSUs issued on July 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
2020-07-31