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

    <schemaVersion>X0306</schemaVersion>

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    <periodOfReport>2017-05-31</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <form3HoldingsReported>0</form3HoldingsReported>

    <form4TransactionsReported>0</form4TransactionsReported>

    <issuer>
        <issuerCik>0001534880</issuerCik>
        <issuerName>Prudential Short Duration High Yield Fund, Inc.</issuerName>
        <issuerTradingSymbol>ISD</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001684641</rptOwnerCik>
            <rptOwnerName>Thorogood Daniel T</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>PGIM, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>655 BROAD STREET</rptOwnerStreet2>
            <rptOwnerCity>NEWARK</rptOwnerCity>
            <rptOwnerState>NJ</rptOwnerState>
            <rptOwnerZipCode>07102</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Portfolio Manager</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
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            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
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                <value>2013-08-16</value>
            </transactionDate>
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                <value>2013-08-16</value>
            </deemedExecutionDate>
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                <value>L</value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
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                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
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                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
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            <ownershipNature>
                <directOrIndirectOwnership>
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                </directOrIndirectOwnership>
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            </transactionTimeliness>
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                </transactionPricePerShare>
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                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
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                <directOrIndirectOwnership>
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            </deemedExecutionDate>
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                    <value>100</value>
                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
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        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
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            <transactionDate>
                <value>2015-09-03</value>
            </transactionDate>
            <deemedExecutionDate>
                <value>2015-09-03</value>
            </deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
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            </transactionCoding>
            <transactionTimeliness>
                <value>L</value>
            </transactionTimeliness>
            <transactionAmounts>
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                </transactionShares>
                <transactionPricePerShare>
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                </directOrIndirectOwnership>
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        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <ownerSignature>
        <signatureName>Agatha Ruddy, POA  for Daniel Thorogood</signatureName>
        <signatureDate>2018-03-20</signatureDate>
    </ownerSignature>
</ownershipDocument>
