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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2014-07-07</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001344413</issuerCik>
        <issuerName>Alexza Pharmaceuticals Inc.</issuerName>
        <issuerTradingSymbol>ALXA</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001353528</rptOwnerCik>
            <rptOwnerName>Cassella James V</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O ALEXZA PHARMACEUTICALS, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>2091 STIERLIN COURT</rptOwnerStreet2>
            <rptOwnerCity>MOUNTAIN VIEW</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>94043</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>EVP, R&amp;D and CSO</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Stock Option (right to buy)</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>4.45</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2014-07-07</value>
            </transactionDate>
            <deemedExecutionDate></deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2015-06-27</value>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <value>2024-07-06</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>25000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>25000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">Grant to the Reporting Person of a stock option under the Issuer's 2005 Equity Incentive Plan (the &quot;Plan&quot;).  25% vesting on the one year anniversary of the vesting commencement date and the remaining 75% vesting in equal monthly installments thereafter over 36 months, provided that if application of the vesting percentage at a given anniversary results in a fractional share, such fractional share will be rounded downward to the nearest whole share, with any rounding balance carried forward and applied to the number of shares for which such option will be exercisable, if at all, at the 36th monthly anniversary of the vesting commencement date, provided further that at the relevant vesting dates such optionee's consulting relationship has not been Terminated as defined in and as determined under the Plan.  The option expires ten years after the date of grant.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/  Brent D. Fassett, Attorney-in-Fact</signatureName>
        <signatureDate>2014-07-08</signatureDate>
    </ownerSignature>
</ownershipDocument>
