A Study to Explore the Efficacy of JNJ-67953964 in the Treatment of Depression

The purpose of this study is to evaluate the efficacy of JNJ-67953964 compared to placebo when administered as adjunctive treatment in participants with Major Depressive Disorder (MDD) partially responsive to selective serotonin reuptake inhibitor/ serotonin-norepinephrine reuptake inhibitor (SSRI/SNRI) treatment in terms of reduction of symptoms of depression, as assessed by the change from baseline on the Montgomery Asberg Depression Rating Scale (MADRS) in non-responders during the placebo lead-in period.


Eligibility Criteria:
Inclusion Criteria:

* Have a Body Mass Index (BMI) between 18 and 35 kilogram per meter square (kg/m\^2) inclusive (BMI = weight/height\^2)
* Participants must be medically stable based on clinical laboratory tests, medical history, vital signs, and 12-lead electrocardiogram (ECG) performed at screening and baseline
* Participants must have a primary Diagnostic and Statistical Manual of Mental Disorders 5th edition (DSM-5) diagnosis of Major Depressive Disorder (MDD)

  1. The current episode should be less than 18 months
  2. Participants should be currently treated with an SSRI or SNRI at an adequate dose and for at least 6 weeks but no more than 12 months
  3. Have a Montgomery-Asberg Depression Rating Scale (MADRS) total score greater than or equal to (\>=) 25 at screening
* A woman of childbearing potential must have a negative serum pregnancy test at screening and a negative urine pregnancy test before the first dose

Exclusion Criteria:

* History of documented gastric disease (including documented peptic ulcer disease, gastritis, upper gastrointestinal \[GI\] bleeding, esophagitis, or any GI precancerous condition), current clinically evident GI complaints
* Chronic use of a proton pump inhibitors (PPIs). History of incidental use of PPIs is allowed but should have been stopped at least 4 weeks before screening. A history of chronic nonsteroidal anti-inflammatory drug (NSAID) or aspirin use. (Low dose aspirin for example in cardiovascular disease prevention is allowed)
* Has a history of alcohol use disorder within the past year
* Has failed (no more than 25 percent \[%\] response on Antidepressant Treatment History Questionnaire \[ATRQ\]) three or more antidepressant treatments including the current Selective serotonin reuptake inhibitor/ serotonin-norepinephrine reuptake inhibitor (SSRI/SNRI) during the current depressive episode despite an adequate dose (per ATRQ) and duration (at least 6 weeks)
* Has signs or symptoms of Cushing's Disease, Addison's Disease, primary amenorrhea, or other evidence of significant medical disorders of the hypothalamus pituitary adrenal (HPA) axis
* Participant has received an investigational drug (including investigational vaccines) or used an invasive investigational medical device within 3 months before the planned first dose of study drug or has participated in any interventional clinical studies on MDD in the previous 1 year or is currently enrolled in an interventional study
* Has one or more of the following diagnoses:

  1. A primary DSM (5th edition) diagnosis of generalized anxiety disorder (GAD), panic disorder, obsessive compulsive disorder (OCD), posttraumatic stress disorder (PTSD). Participants with comorbid GAD, social anxiety disorder (SAD), or panic disorder for whom MDD is considered the primary diagnosis are not excluded
  2. A current diagnosis or diagnosis in the past 1 year of psychotic disorder, MDD with psychosis, anorexia nervosa or bulimia nervosa, chronic fatigue syndrome, bipolar disorder (BD), mental retardation, antisocial or borderline personality disorder, autism spectrum disorder
* Has a current or recent history of clinically significant suicidal ideation within the past 6 months, corresponding to a score of 4 (active suicidal ideation with some intent to act, without specific plan) or 5 (active suicidal ideation with specific plan and intent) for ideation on the Colombia suicide severity rating scale (C-SSRS), or a history of suicidal behavior within the past 1 year
* Ongoing psychological treatments (example, Cognitive Behavior Therapy, Interpersonal Psychotherapy, Psychodynamic Psychotherapy, etcetera \[etc.\]), initiated within 1 month prior to the screening phase. A participant who has been receiving ongoing psychological treatment for a period of greater than 1 month from the screening visit is eligible, if the investigator deems the psychological treatment to be of stable duration and frequency
* Participant has a history of substance use disorder according to DSM-5 criteria, except nicotine or caffeine, within 6 months before screening. Mild cases can be reviewed on a case by case basis. Participants who have completed a treatment for (alcohol) addiction more than 1 year prior to first dose administration, may be included if the risk of relapse is considered minimal, total duration of alcohol use disorder was less than a year, and no significant abnormalities are shown in clinical laboratory or other pre-dose safety assessments
* Participant has used:

  1. Monoamine oxidase inhibitors (MAOIs) within 12 weeks before screening
  2. St. John's wort, ephedra, ginkgo, ginseng, or kava within 2 weeks before screening
  3. Antipsychotic drugs (D2-antagonists) within 2 weeks before screening. However, Seroquel (quetiapine) in a dose less than or equals to (\<=)100 milligram (mg) is allowed when used in a stable dose for at least 8 weeks prior to screening. Quetiapine treatment should be continued unchanged during the study
  4. Opioids within 2 weeks before screening
  5. Psychostimulants such as methylphenidate or dextroamphetamine within 2 weeks before screening
  6. Psychotropics with antidepressant effects such as atomoxetine or thyroid supplementation, in addition to their SSRI or SNRI treatment within 2 weeks before screening
* Participant is unable to stop the following medication from the baseline visit (Visit 2) and throughout the study (tapering during screening period allowed): Any hypnotics including but not limited to: i. Benzodiazepines when used only as needed (PRN) are not allowed ii. Sedating antihistamines, including chronic use of diphenhydramine iii. Continuous use of zolpidem, zoplicon, eszopiclone and ramelteon. Note: Nonbenzodiazepines sleep aids (including: zolpidem, zaleplon, and eszopliclone) are allowed on an as needed (PRN) basis during the study but NOT within 24 hours before being in the clinic and not more than 2 nights in a row iv. S-adenosyl methionine (SAMe) v. Melatonin, agomelatine
* Has received any prior treatment with electroconvulsive therapy, vagal nerve stimulation, or a deep brain stimulation device or treatment with ketamine or esketamine for MDD