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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2018-05-09</periodOfReport>

    <issuer>
        <issuerCik>0001516973</issuerCik>
        <issuerName>MTGE Investment Corp.</issuerName>
        <issuerTradingSymbol>MTGE</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001738813</rptOwnerCik>
            <rptOwnerName>Reid Sean</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>MTGE INVESTMENT CORP.</rptOwnerStreet1>
            <rptOwnerStreet2>2 BETHESDA METRO CENTER, 12TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>BETHESDA</rptOwnerCity>
            <rptOwnerState>MD</rptOwnerState>
            <rptOwnerZipCode>20814</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>CEO</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2018-05-09</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>6334</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>19.45</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>6161.132</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">The reported price is a weighted average price.  The shares were sold in multiple transactions at prices ranging from $19.45 to $19.48, inclusive.  The Reporting Person undertakes to provide to the Issuer, any stockholder of the Issuer, 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 range.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Sean Reid</signatureName>
        <signatureDate>2018-05-11</signatureDate>
    </ownerSignature>
</ownershipDocument>
