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

    <schemaVersion>X0508</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2026-02-10</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001224608</issuerCik>
        <issuerName>CNO Financial Group, Inc.</issuerName>
        <issuerTradingSymbol>CNO</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001959673</rptOwnerCik>
            <rptOwnerName>Mead Michael E.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O CNO FINANCIAL GROUP, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>11299 ILLINOIS STREET, SUITE 200</rptOwnerStreet2>
            <rptOwnerCity>CARMEL</rptOwnerCity>
            <rptOwnerState>IN</rptOwnerState>
            <rptOwnerZipCode>46032</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Chief Information Officer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <aff10b5One>0</aff10b5One>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common  Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2026-02-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>7088</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>43.05</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>22817</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common  Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2026-02-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>2951</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>43.05</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>19866</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Restricted Stock Units</value>
                <footnoteId id="F3"/>
                <footnoteId id="F4"/>
            </securityTitle>
            <transactionDate>
                <value>2026-02-10</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>4600</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>24466</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Shares were acquired upon the vesting of performance share units for the 2023-2025 performance period, based on the issuer's (i) 2023 operating return on equity, (ii) 2023 operating earnings per share and (iii) three-year relative total shareholder return for 2023-2025.</footnote>
        <footnote id="F2">Shares were surrendered to the issuer to cover the required tax withholding on the vested performance share units.</footnote>
        <footnote id="F3">Restricted stock units convert into common stock on a one-for-one basis.</footnote>
        <footnote id="F4">The restricted stock units vest in three equal annual installments beginning March 25, 2027, subject to continued employment with the issuer or one of its subsidiaries.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Heidi M. Krings, Attorney-in-Fact</signatureName>
        <signatureDate>2026-02-12</signatureDate>
    </ownerSignature>
</ownershipDocument>
