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

    <schemaVersion>X0206</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2019-09-18</periodOfReport>

    <noSecuritiesOwned>0</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001561550</issuerCik>
        <issuerName>Datadog, Inc.</issuerName>
        <issuerTradingSymbol>DDOG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001783882</rptOwnerCik>
            <rptOwnerName>Shah Shardul</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O DATADOG, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>620 8TH AVENUE, 45TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10018</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>853776</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>13002</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable>
        <derivativeHolding>
            <securityTitle>
                <value>Series Seed Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>2897346</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series B Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>221328</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series C Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>835680</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series D Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>8288724</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F3"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series A Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>19356168</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F5"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series B Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>7259472</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F5"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series C Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>10949568</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F5"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series D Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>1350528</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F5"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series A Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>390708</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series B Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>146532</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series C Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>221016</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series D Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>27264</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F6"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series Seed Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>44121</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series A Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>249960</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series B Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>97104</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series C Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>154128</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Series D Preferred Stock</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <footnoteId id="F1"/>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>See footnotes</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>143652</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>See footnote</value>
                    <footnoteId id="F4"/>
                </natureOfOwnership>
            </ownershipNature>
        </derivativeHolding>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">The Preferred Stock is convertible into Common Stock on a 1:1 basis and has no expiration date. Immediately prior to the closing of the Issuer's initial public offering, (1) all shares of Preferred Stock will be automatically converted into shares of Common Stock on a 1:1 basis and (2) all shares of Common Stock shall then be reclassified into one share of Class B Common Stock on a 1:1 basis.</footnote>
        <footnote id="F2">After the completion of the Issuer's initial public offering, on any transfer of shares of Class B common stock, whether or not for value, each such transferred share will automatically convert into one share of Class A common stock, except for certain transfers described in the Issuer's amended and restated certificate of incorporation, including transfers for tax and estate planning purposes, so long as the transferring holder continues to hold sole voting and dispositive power with respect to the shares transferred. Additionally, the shares of Class B common stock will convert automatically into Class A common stock, on a 1:1 basis, upon the tenth anniversary of the Issuer's initial public offering.</footnote>
        <footnote id="F3">The shares are held by Index Ventures Growth III (Jersey), L.P. (&quot;Index Growth III&quot;).  Index Venture Growth Associates III Limited (&quot;IVGA III&quot;) is the managing general partner of Index Growth III.  The Reporting Person is a partner within the Index Ventures group.  Advisors within the Index Ventures group provide advice to each of Index Growth III, Index Ventures VI (Jersey) L.P. (&quot;Index VI&quot;), and Index Ventures VI Parallel Entrepreneur Fund (Jersey), L.P. (&quot;Index VI Parallel&quot; and together with Index Growth III and Index VI, the &quot;Funds&quot;).  The Reporting Person disclaims Section 16 beneficial ownership of these securities, except to the extent of his pecuniary interest therein, if any, and this report shall not be deemed an admission that the reporting person is the beneficial owner of such securities for Section 16 or any other purpose.</footnote>
        <footnote id="F4">The shares are held by Yucca (Jersey) SLP (&quot;Yucca&quot;).  Yucca is the administrator of the Index co-investment vehicles that are contractually required to mirror the relevant Fund's investment in the issuer (in this case, Index Growth III, Index VI and Index VI Parallel).  The Reporting Person disclaims Section 16 beneficial ownership of such shares except to the extent of his pecuniary interest therein, if any, and this report shall not be deemed an admission that such shares are beneficially owned by him for Section 16 or any other purpose.</footnote>
        <footnote id="F5">The shares are held by Index VI.  Index Venture Associates VI Limited (&quot;IVA VI&quot;) is the managing general partner of Index VI.  The Reporting Person disclaims Section 16 beneficial ownership of such shares except to the extent of his pecuniary interest therein, if any, and this report shall not be deemed an admission that such shares are beneficially owned by him for Section 16 or any other purpose.</footnote>
        <footnote id="F6">The shares are held by Index VI Parallel.  IVA VI is the managing general partner of Index VI Parallel.  The Reporting Person disclaims Section 16 beneficial ownership of these securities, except to the extent of his pecuniary interest therein, if any, and this report shall not be deemed an admission that the reporting person is the beneficial owner of such securities for Section 16 or any other purpose.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Shardul Shah, by /s/ Ron A. Metzger, Attorney-in-Fact</signatureName>
        <signatureDate>2019-09-18</signatureDate>
    </ownerSignature>
</ownershipDocument>
