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

    <schemaVersion>X0305</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2012-06-15</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001339048</issuerCik>
        <issuerName>Western Refining, Inc.</issuerName>
        <issuerTradingSymbol>WNR</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001349643</rptOwnerCik>
            <rptOwnerName>Schmidt Ralph A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O 123 W. MILLS AVE., STE. 200</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>EL PASO</rptOwnerCity>
            <rptOwnerState>TX</rptOwnerState>
            <rptOwnerZipCode>79901</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2012-06-15</value>
            </transactionDate>
            <deemedExecutionDate></deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>21.0006</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                    <footnoteId id="F3"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>909177</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3927</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By WRC Refining Company</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">These trades were conducted pursuant to a 10b5-1 plan.</footnote>
        <footnote id="F2">$21.0006 is the weighted average sale price. The shares were sold in various transactions through a broker at prices between $21.0000 per share and $21.0064 per share.</footnote>
        <footnote id="F3">The reporting person hereby undertakes to provide upon request by the SEC staff, the issuer, or any security holder of the issuer full information regarding the number of shares sold at each separate price.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ Ralph A. Schmidt</signatureName>
        <signatureDate>2012-06-18</signatureDate>
    </ownerSignature>
</ownershipDocument>
