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

    <schemaVersion>X0305</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2012-06-04</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001183276</issuerCik>
        <issuerName>SKY PETROLEUM, INC.</issuerName>
        <issuerTradingSymbol>SKPI.OB</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001256921</rptOwnerCik>
            <rptOwnerName>JOBANPUTRA KARIM</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>P.O. BOX 82</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>DOHA</rptOwnerCity>
            <rptOwnerState>S3</rptOwnerState>
            <rptOwnerZipCode>00000</rptOwnerZipCode>
            <rptOwnerStateDescription>QATAR</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>2012-06-04</value>
            </transactionDate>
            <deemedExecutionDate></deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>375700</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.16</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2540700</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See Footnote</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>12140200</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Held through Ocean Ridge Investments Limited S.A.  The reporting person has a 75% controlling interest and 75% ownership interest in Ocean Ridge Investments Limited S.A.</footnote>
        <footnote id="F2">The price reported in Column 4 is a weighted average price.  These shares were sold in multiple transactions at prices ranging from $0.15 to $0.17, inclusive.  The reporting person undertakes to provide to Sky Petroleum, Inc., any security holder of Sky Petroleum, Inc., or the staff of the Securities and Exchange Commission, upon request, full information regarding the number of shares sold at each separate price within the ranges set forth in this footnote (2) to this Form 4.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ Karim Jobanputra</signatureName>
        <signatureDate>2012-06-14</signatureDate>
    </ownerSignature>
</ownershipDocument>
