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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2020-08-11</periodOfReport>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001306045</rptOwnerCik>
            <rptOwnerName>Guzzi Anthony</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>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Chairman, President and CEO</officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2020-08-11</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>10000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>77.01</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>350368</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>5790</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By the Guzzi Family Irrevocable Trust</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">The price reported is the weighted average of all the shares sold on August 11, 2020.  The shares were sold at an average price of $77.01, at varying prices in the range of $76.27 to $77.77.  The Reporting Person undertakes, upon request by the Staff of the Securities and Exchange Commission, the Issuer, or a security holder of the Issuer, to provide full information regarding the number of shares sold at each separate price.</footnote>
        <footnote id="F2">Includes shares issuable in respect of restricted stock units.</footnote>
        <footnote id="F3">These securities were transferred by the reporting person as a gift to the Guzzi Family Irrevocable Trust (the &quot;Trust&quot;) for the benefit of the reporting person's children.  The reporting person's spouse is trustee of the Trust.  Such transfer was reported on a previously filed Form 4.  The reporting person disclaims beneficial ownership of such securities.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Anthony Guzzi</signatureName>
        <signatureDate>2020-08-11</signatureDate>
    </ownerSignature>
</ownershipDocument>
[{"type": "4", "sequence": "1", "filename": "edgar.xml", "description": "PRIMARY DOCUMENT", "secsgml_size_bytes": 4779}]
X0306
4
2020-08-11
0000105634
EMCOR Group, Inc.
EME
0001306045
Guzzi Anthony
301 MERRITT SEVEN
NORWALK
CT
06851
1
1
0
0
Chairman, President and CEO
Common Stock
2020-08-11
4
S
0
10000
77.01
D
350368
D
Common Stock
5790
I
By the Guzzi Family Irrevocable Trust
The price reported is the weighted average of all the shares sold on August 11, 2020.  The shares were sold at an average price of $77.01, at varying prices in the range of $76.27 to $77.77.  The Reporting Person undertakes, upon request by the Staff of the Securities and Exchange Commission, the Issuer, or a security holder of the Issuer, to provide full information regarding the number of shares sold at each separate price.
Includes shares issuable in respect of restricted stock units.
These securities were transferred by the reporting person as a gift to the Guzzi Family Irrevocable Trust (the "Trust") for the benefit of the reporting person's children.  The reporting person's spouse is trustee of the Trust.  Such transfer was reported on a previously filed Form 4.  The reporting person disclaims beneficial ownership of such securities.
Anthony Guzzi
2020-08-11