Inclusion Criteria:  Have active psoriatic arthritis (PsA) despite previous non-biologic disease-modifying antirheumatic drug (DMARD), apremilast, and/or nonsteroidal anti-inflammatory drug (NSAID) therapy Have a diagnosis of PsA for at least 6 months before the first administration of study agent and meet Classification criteria for Psoriatic Arthritis (CASPAR) at screening Have active PsA as defined by: at least 3 swollen joints and 3 tender joints at screening and at baseline; and C-reactive protein (CRP) greater than or equal to (>=) 0.3 milligrams per deciliter (mg/dL) at screening from the central laboratory Have >= 2 joints with erosions on baseline radiographs of the hands and feet as determined by central read Have at least one of the following PsA subsets: distal interphalangeal joint involvement, polyarticular arthritis with absence of rheumatoid nodules, arthritis mutilans, asymmetric peripheral arthritis, or spondylitis with peripheral arthritis Have active plaque psoriasis, with at least one psoriatic plaque of >= 2 centimeter (cm) diameter or nail changes consistent with psoriasis  Exclusion Criteria:  Has known allergies, hypersensitivity, or intolerance to study intervention or its excipients Has other inflammatory diseases that might confound the evaluations of benefit of guselkumab therapy, including but not limited to rheumatoid arthritis (RA), axial spondyloarthritis (AS)/non-radiographic axial spondyloarthritis (nr-axSpA), systemic lupus erythematosus, or Lyme disease Has previously received any biologic treatment Has ever received tofacitinib, baricitinib, filgotinib, peficitinib, decernotinib, upadacitinib or any other Janus kinase (JAK) inhibitor Has received any systemic immunosuppressants (example, azathioprine, cyclosporine, 6 thioguanine, mercaptopurine, mycophenolate mofetil, hydroxyurea, tacrolimus) within 4 weeks of the first administration of study intervention