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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2008-08-20</periodOfReport>

    <notSubjectToSection16>1</notSubjectToSection16>

    <issuer>
        <issuerCik>0001125603</issuerCik>
        <issuerName>SGX PHARMACEUTICALS, INC.</issuerName>
        <issuerTradingSymbol>SGXP</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001055947</rptOwnerCik>
            <rptOwnerName>BVF PARTNERS L P/IL</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>ONE SANSOME STREET, 31ST FLOOR</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>SAN FRANCISCO</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>94104</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Indirect Beneficial Owner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0000918923</rptOwnerCik>
            <rptOwnerName>BIOTECHNOLOGY VALUE FUND L P</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>900 N. MICHIGAN AVE., SUITE 1100</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60611</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Direct Beneficial Owner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001102444</rptOwnerCik>
            <rptOwnerName>BIOTECHNOLOGY VALUE FUND II LP</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>900 N. MICHIGAN AVE., SUITE 1100</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60611</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Direct Beneficial Owner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001132245</rptOwnerCik>
            <rptOwnerName>BVF INVESTMENTS LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>900 N. MICHIGAN AVE., SUITE 1100</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60611</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Direct Beneficial Owner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001056807</rptOwnerCik>
            <rptOwnerName>BVF INC/IL</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>ONE SANSOME STREET, 31ST FLOOR</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>SAN FRANCISCO</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>94104</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Indirect Beneficial Owner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2008-08-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F7"/>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>1342774</value>
                    <footnoteId id="F3"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>3.00</value>
                    <footnoteId id="F8"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>4164900</value>
                    <footnoteId id="F6"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2008-08-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F7"/>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>914700</value>
                    <footnoteId id="F4"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>3.00</value>
                    <footnoteId id="F8"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3250200</value>
                    <footnoteId id="F6"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2008-08-20</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F7"/>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>3250200</value>
                    <footnoteId id="F5"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>3.00</value>
                    <footnoteId id="F8"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                    <footnoteId id="F6"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">The shares reported in this response are indirectly beneficially owned by BVF Partners L.P., a Delaware limited partnership (&quot;Partners&quot;), the designated filer of this joint filing on Form 4, and by its general partner, BVF Inc., a Delaware corporation (&quot;BVF Inc.&quot;), which is also an investment advisor to Partners. Partners is the general partner of Biotechnology Value Fund, L.P., a Delaware limited partnership (&quot;BVF, L.P.&quot;) and Biotechnology Value Fund II, L.P., a Delaware limited partnership (&quot;BVF2, L.P.&quot;), both investment limited partnerships. Partners also is the manager of BVF Investments, L.L.C., a Delaware limited liability company (&quot;Investments&quot;). Pursuant to the operating agreement of Investments, Partners is authorized, among other things, to invest the funds of Ziff Asset Management, L.P., the majority member of Investments, in the shares of Common Stock reported in Table I as being beneficially owned by Investments.</footnote>
        <footnote id="F2">Mark N. Lampert is the sole shareholder and sole director of BVF Inc., and is an officer of BVF Inc. This joint filing on Form 4 shall not be deemed an admission that Mark N. Lampert is, for purposes of Section 16 of the Securities Exchange Act of 1934, as amended, or otherwise, the beneficial owner of any equity securities covered by this joint filing.</footnote>
        <footnote id="F3">Shares directly beneficially owned by BVF, L.P.</footnote>
        <footnote id="F4">Shares directly beneficially owned by BVF2, L.P.</footnote>
        <footnote id="F5">Shares directly beneficially owned by Investments.</footnote>
        <footnote id="F6">Total amount of shares indirectly beneficially owned by Partners and BVF Inc.</footnote>
        <footnote id="F7">Disposed of pursuant to The Purchase and Plan of Merger dated July 8, 2008 by and among the issuer, Eli Lilly and Company and REM Merger Sub, Inc. (the &quot;Merger Agreement&quot;).</footnote>
        <footnote id="F8">Disposed of pursuant to the Merger Agreement in exchange for $3.00 for each share of SGX Pharmaceuticals, Inc. common stock held by the Reporting Persons.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>BVF Partners L.P., By: BVF Inc., its GP, By: /s/ Mark N. Lampert</signatureName>
        <signatureDate>2008-08-27</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>BIOTECHNOLOGY VALUE FUND, L.P. By: BVF Partners L.P., its GP, By: BVF Inc., By: /s/ Mark N. Lampert</signatureName>
        <signatureDate>2008-08-27</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>BIOTECHNOLOGY VALUE FUND II, L.P., By: BVF Partners L.P., its GP, By: BVF Inc., By: /s/ Mark N. Lampert</signatureName>
        <signatureDate>2008-08-27</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>BVF INVESTMENTS, L.L.C., By: BVF Partners L.P., its Manager, By: BVF Inc., By: /s/ Mark N. Lampert</signatureName>
        <signatureDate>2008-08-27</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>BVF INC., By: /s/ Mark N. Lampert</signatureName>
        <signatureDate>2008-08-27</signatureDate>
    </ownerSignature>
</ownershipDocument>
