Inclusion Criteria:  Must have a confirmed diagnosis of Major Depressive Disorder (MDD) with a diagnostic code at least twice in the past year Treatment with an selective serotonin reuptake inhibitor (SSRI)/serotonin-norepinephrine reuptake inhibitor (SNRI) for at least 6 weeks at an adequate dose (per Massachusetts General Hospital-Antidepressant Treatment Response Questionnaire [MGH-ATRQ]) and for no more than a year. Specifically, one of the following in any formulation: SSRIs: citalopram, duloxetine, escitalopram, fluvoxamine, fluoxetine, milnacipran, levomilnacipran, paroxetine, sertraline; SNRIs: venlafaxine, desvenlafaxine, vilazodone, or vortioxetine Currently on a single SSRI/SNRI Current episode of MDD has lasted less than 2 years Has a body mass index (BMI) of 18-37 kilograms per meter square (Kg/m^2), (inclusive)  Exclusion Criteria:  Taking more than one antidepressant (regardless of class) at therapeutic doses (therapeutic doses per MGH-ATRQ). A second antidepressant is allowed to be taken at a lower dose if for sleep or pain management Is currently taking a benzodiazepine at higher doses than the equivalent of 3 milligrams (mg) of lorazepam Any coding of a psychotic disorder in the past 5 years including MDD with psychosis Any coding of borderline personality disorder, bipolar disorder, autism spectrum disorder, intellectual disability, somatoform disorder, or fibromyalgia in the past 5 years Any coding of dementia or mild cognitive impairment in the past 5 years