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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2015-07-29</periodOfReport>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001647343</rptOwnerCik>
            <rptOwnerName>Shafer Joan M</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>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Exec VP-HR &amp; Org Effectiveness</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Phantom Stock Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2015-07-29</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>47.0739</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>47.10</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <footnoteId id="F2"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F2"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>47.0739</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>5511.6201</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">One-for-one.</footnote>
        <footnote id="F2">These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan (&quot;EDCP&quot;) and are to be settled following the reporting person's retirement or other termination of employment. The reporting person may transfer these phantom stock units into an alternate investment account at any time.</footnote>
        <footnote id="F3">Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ Joshua M. Erickson, as Attorney-in-Fact</signatureName>
        <signatureDate>2015-07-31</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2015-07-29
0000783325
WEC ENERGY GROUP, INC.
WEC
0001647343
Shafer Joan M
231 WEST MICHIGAN STREET
MILWAUKEE
WI
53203
0
1
0
0
Exec VP-HR & Org Effectiveness
Phantom Stock Units
2015-07-29
4
A
0
47.0739
47.10
A
Common Stock
47.0739
5511.6201
D
One-for-one.
These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan ("EDCP") and are to be settled following the reporting person's retirement or other termination of employment. The reporting person may transfer these phantom stock units into an alternate investment account at any time.
Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.
/s/ Joshua M. Erickson, as Attorney-in-Fact
2015-07-31