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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2019-02-20</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 &amp; General Counsel</officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable></nonDerivativeTable>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Phantom Stock Units</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2019-02-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>I</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>197.322</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>75.10</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>197.322</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3280.9606</value>
                    <footnoteId id="F3"/>
                </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 accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan (EDCP). Prior Forms 4 stated that phantom stock units accrued under the EDCP were to be settled following the reporting person's retirement or other termination of employment. However, the EDCP also allows for in-service distributions prior to termination of service.</footnote>
        <footnote id="F3">Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the WEC Energy Group, Inc. EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Joshua M. Erickson as attorney-in-fact</signatureName>
        <signatureDate>2019-02-22</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2019-02-20
0
0000783325
WEC ENERGY GROUP, INC.
WEC
0001185603
KELSEY MARGARET C
231 W. MICHIGAN STREET
MILWAUKEE
WI
53203
0
1
0
0
Executive VP & General Counsel
Phantom Stock Units
2019-02-20
4
I
0
197.322
75.10
A
Common Stock
197.322
3280.9606
D
One-for-one.
These phantom stock units were accrued under the WEC Energy Group, Inc. Executive Deferred Compensation Plan (EDCP). Prior Forms 4 stated that phantom stock units accrued under the EDCP were to be settled following the reporting person's retirement or other termination of employment. However, the EDCP also allows for in-service distributions prior to termination of service.
Includes phantom stock units accrued pursuant to a dividend reinvestment feature of the WEC Energy Group, Inc. EDCP in transactions exempt from Section 16 pursuant to Rule 16a-11.
Joshua M. Erickson as attorney-in-fact
2019-02-22