A Study of Seltorexant as Adjunctive Therapy to Antidepressants in Adult and Elderly Participants With Major Depressive Disorder With Insomnia Symptoms Who Have Responded Inadequately to Antidepressant Therapy

The purpose of this study is to assess the efficacy of Seltorexant compared with placebo as adjunctive therapy to an antidepressant in improving depressive symptoms in participants with major depressive disorder with insomnia symptoms (MDDIS) who have had an inadequate response to current antidepressant therapy with a selective serotonin reuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI).

Major depressive disorder (MDD) is a common, serious, recurrent disorder. Seltorexant (JNJ-42847922) is a potent and selective antagonist of the human orexin-2 receptor (OX2R) that is being developed for the adjunctive treatment of MDDIS. The hypothesis for this study is that adjunctive treatment with seltorexant is superior to placebo in treating depressive symptoms, as measured by change in Montgomery Asberg Depression Rating Scale (MADRS) total score from baseline to Day 43 in adult and elderly participants with MDDIS who have had an inadequate response to treatment with a SSRI/SNRI. The study will be conducted in 3 phases: a screening phase (up to 30 days), a double-blind (DB) treatment phase (43 days), and a post treatment follow-up phase (7 to 14 days after DB treatment phase). Total duration of study is up to 12 weeks. Efficacy, safety, pharmacokinetics, and biomarkers will be assessed at specified time points during this study.

Eligibility Criteria:
Inclusion Criteria:

* Meet diagnostic and statistical manual of mental disorders-5th edition (DSM-5) diagnostic criteria for major depressive disorder (MDD), without psychotic features, based upon clinical assessment and confirmed by the structured clinical interview for DSM-5 Axis I disorders-clinical trials version (SCID-CT) diagnosed with first depressive episode prior to age 60. The duration of the current depressive episode must be less than or equal to (\<=) 24 months
* Have had an inadequate response to at least 1 but no more than 2 antidepressants, administered at an adequate dose and duration in the current episode of depression. The current antidepressant cannot be the first antidepressant treatment for the first lifetime episode of depression. An inadequate response is defined as less than (\<) 50 percent (%) reduction but with some improvement (that is, improvement greater than \[\>\] 0%) in depressive symptom severity with residual symptoms other than insomnia present, and overall good tolerability, as assessed by the MGH-ATRQ
* Is receiving and tolerating well any one of the following selective serotonin reuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI) for depressive symptoms at screening, in any formulation and available in the participating country: citalopram, duloxetine, escitalopram, fluvoxamine, fluoxetine, milnacipran, levomilnacipran, paroxetine, sertraline, venlafaxine, desvenlafaxine, vilazodone, or vortioxetine at a stable dose (at therapeutic dose level) for at least 6 weeks, and for no greater than 18 months in the current episode
* Have a hamilton depression rating scale (HDRS)-17 total score greater than or equal to (\>=) 20 at the first screening interview, must not demonstrate a clinically significant improvement (that is \[ie\], an improvement of \> 20 % on their HDRS-17 total score) from the first to the second independent HDRS-17 rating, and must have a HDRS-17 total score \>= 18 at the second screening interview
* Have a patient version of the Insomnia Severity Index (ISI) total score \>=15 as well as a clinician version of the ISI total score \>=15 at the second screening visit
* Body mass index (BMI) between 18 and 40 kilogram per meter square (kg/m\^2) inclusive (BMI=weight/height\^2)
* Participant must be medically stable on the basis of clinical laboratory tests performed at screening
* Participant must be medically stable on the basis of the following: physical examination (including a brief neurological examination), vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) performed at screening and baseline

Exclusion Criteria:

* Has a recent (last 3 months) history of, or current signs and symptoms of, severe renal insufficiency (creatinine clearance \[CrCl\] \< 30 milliliter per minute \[mL/min\]); clinically significant or unstable cardiovascular, respiratory, gastrointestinal, neurologic, hematologic, rheumatologic, immunologic or endocrine disorders and uncontrolled Type 1 or Type 2 diabetes mellitus
* Has clinically significant hepatic disease as defined by \>=2\*Upper Limit of Normal (ULN) increase of aspartate aminotransferase (AST) or alanine aminotransferase (ALT) at screening
* Has a history of treatment-resistant MDD, defined as a lack of response to 2 or more adequate antidepressant treatments in the current episode, as indicated by no or minimal (\< 25% improvement in symptoms) when treated with an antidepressant of adequate dose (per massachusetts general hospital-antidepressant treatment response questionnaire \[MGH-ATRQ\]) and duration (at least 6 weeks).
* Has history or current diagnosis of a psychotic disorder, bipolar disorder, intellectual disability, autism spectrum disorder, borderline personality disorder, or somatoform disorders
* Has any significant primary sleep disorder, including but not limited to obstructive sleep apnea, restless leg syndrome, or parasomnias. Participants with insomnia disorder are allowed
* Has a history of moderate to severe substance use disorder including alcohol use disorder according to DSM-5 criteria within 6 months before screening