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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2018-01-02</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001210925</rptOwnerCik>
            <rptOwnerName>KNUEPPEL HENRY W</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>2018-01-02</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>2045</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>6882.9362</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>9369</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Includes shares acquired pursuant to dividend reinvestment in transactions exempt from Section 16 pursuant to Rule 16a-11.</footnote>
        <footnote id="F2">Upon the vesting of restricted stock granted to the reporting person on January 2, 2015, 2,094 shares were transferred to the reporting person's trust account.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Joshua M. Erickson, as attorney in fact</signatureName>
        <signatureDate>2018-01-04</signatureDate>
    </ownerSignature>
</ownershipDocument>
[{"type": "4", "sequence": "1", "filename": "wf-form4_151510894865093.xml", "description": "FORM 4", "secsgml_size_bytes": 4202}]
X0306
4
2018-01-02
0
0000783325
WEC ENERGY GROUP, INC.
WEC
0001210925
KNUEPPEL HENRY W
231 WEST MICHIGAN STREET
MILWAUKEE
WI
53203
1
0
0
0
Common Stock
2018-01-02
4
A
0
2045
0
A
6882.9362
D
Common Stock
9369
I
By Trust
Includes shares acquired pursuant to dividend reinvestment in transactions exempt from Section 16 pursuant to Rule 16a-11.
Upon the vesting of restricted stock granted to the reporting person on January 2, 2015, 2,094 shares were transferred to the reporting person's trust account.
Joshua M. Erickson, as attorney in fact
2018-01-04