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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2015-09-03</periodOfReport>

    <notSubjectToSection16>1</notSubjectToSection16>

    <issuer>
        <issuerCik>0001422862</issuerCik>
        <issuerName>PMFG, Inc.</issuerName>
        <issuerTradingSymbol>PMFG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001345051</rptOwnerCik>
            <rptOwnerName>Shubin Stein Kenneth H</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>14651 NORTH DALLAS PARKWAY</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>DALLAS</rptOwnerCity>
            <rptOwnerState>TX</rptOwnerState>
            <rptOwnerZipCode>75254</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <footnotes></footnotes>

    <remarks>On September 3, 2015, PMFG, Inc. (the &quot;Company&quot;) merged with and into a wholly-owned subsidiary of CECO Environmental Corp. (&quot;CECO&quot;).  Pursuant to the Agreement and Plan of Merger, dated as of May 3, 2015, among the Company, CECO, Top Gear Acquisition Inc., and Top Gear Acquisition II LLC, the reporting person ceased to be a director of the Company as of the effective time of the Merger.  As a result, the reporting person is no longer subject to Section 16 in connection with his transactions in the equity securities of PMFG, Inc. and therefore will no longer report any transactions on Form 4 or Form 5.</remarks>

    <ownerSignature>
        <signatureName>/s/ Ronald L. McCrummen as attorney-in-fact</signatureName>
        <signatureDate>2015-09-03</signatureDate>
    </ownerSignature>
</ownershipDocument>
