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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2021-03-18</periodOfReport>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001718164</rptOwnerCik>
            <rptOwnerName>Reid William P</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>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2021-03-18</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>2000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>114.278</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>34990</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">The price reported is the weighted average of all the shares sold on March 18, 2021.  The shares were sold at an average price of $114.278, at varying prices in the range of $114.25 to $114.38.  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>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Maxine L. Mauricio, Attorney-in-Fact</signatureName>
        <signatureDate>2021-03-18</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0306
4
2021-03-18
0000105634
EMCOR Group, Inc.
EME
0001718164
Reid William P
301 MERRITT SEVEN
NORWALK
CT
06851
1
0
0
0
Common Stock
2021-03-18
4
S
0
2000
114.278
D
34990
D
The price reported is the weighted average of all the shares sold on March 18, 2021.  The shares were sold at an average price of $114.278, at varying prices in the range of $114.25 to $114.38.  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.
Maxine L. Mauricio, Attorney-in-Fact
2021-03-18