An Efficacy, Safety and Tolerability Study of JNJ-42165279 in Participants With Major Depressive Disorder With Anxious Distress

The purpose of this study is to evaluate the efficacy and safety and tolerability of JNJ-42165279 in participants with major depressive disorder (MDD) with anxiety symptoms who have had inadequate response to treatment with a selective serotonin reuptake inhibitor (SSRI) or serotonergic/noradrenergic reuptake inhibitor (SNRI).

This is a multicenter, double-blind (neither physician nor participant knows the treatment that the participant receives), placebo-controlled, randomized, parallel-group study in participants with Major Depressive Disorder (MDD) with Anxious Distress. Participants who had treatment initiated with a SSRI/SNRI allowed by the protocol will be evaluated at the investigation site. The site assessment will be reviewed and validated by an independent central rater. The review will include the clinical history of MDD, SSRI/SNRI treatment of adequate dose and duration for the current episode of depression, and current symptom severity on the Hamilton Depression Rating Scale (HDRS17). Enrolled participants will be maintained on SSRI/SNRI treatment throughout the study to determine whether additional treatment with JNJ-4216579 can reduce the symptoms of MDD with anxious distress.The study will consist of 3 phases: a Screening Phase of up to 4 weeks, an 11-week double-blind Treatment Phase, and a 3-week post-treatment (follow up) Phase. The double-blind treatment Phase of the trial will consist of 3 periods. The first period is a placebo lead-in of double-blind duration, after which participants will enter the treatment period when they will be randomly assigned to JNJ-42165279 or continuation on placebo for 6 weeks. Participants who successfully complete the treatment period prior to the end of Week 11, will be treated with placebo for the remaining time of the double-blind phase of the study, which will vary depending on the duration of the placebo lead-in for the specific participant. The total study duration for each participant will be approximately 18 weeks. Efficacy and safety of JNJ-42165279 will be evaluated. Participants' safety will be monitored throughout the study.

Eligibility Criteria:
Inclusion Criteria:

* Participant must meet the Diagnostic and Statistical Manual of Mental Disorders-IV (DSM-IV) or 5 diagnostic criteria for major depressive disorder (MDD) with Anxious Distress
* Participants with a diagnosis of comorbid Generalized Anxiety Disorder, Social Anxiety Disorder, or Panic Disorder may be included, if the investigator considers MDD with Anxious Distress to be the primary diagnosis (confirmed by an independent central rater at screening)
* Participants must have been treated with an approved SSRI/SNRI antidepressants for at least 6 continuous weeks, validated by an independent central rater contracted by the sponsor
* A 17-item Hamilton Depression Rating Scale (HDRS17) total score greater than or equal to (\>=)18 and a HDRS17 anxiety/somatization factor score \>=7 at screening, assessed by a site rater and reviewed by an independent central rater on Day 1
* Participant must be willing and able to adhere to the prohibitions and restrictions
* Participant Body mass index (BMI = weight/height2) must be between 18 and 35 kilogram per square meter (kg/m\^2) inclusive

Exclusion Criteria:

* Has other psychiatric condition, including, but not limited to, MDD with psychotic features, bipolar disorder, obsessive-compulsive disorder, post-traumatic stress disorder, borderline personality disorder, eating disorder, or schizophrenia
* Has a length of current Major Depressive Episode (MDE) greater than (\>) 6 months
* Has more than 1 failed antidepressant treatment of adequate dose and duration in the current MDE, Not including the inadequate response to the current selective serotonin reuptake inhibitor (SSRI) or serotonergic/noradrenergic reuptake inhibitor (SNRI) antidepressant
* Has initiated psychotherapy specific for MDD (such as cognitive behavioral, behavioral, or interpersonal therapy) for the current episode of depression within 6 weeks prior to Screening
* Has a current or recent history of clinically significant suicidal ideation within the past 6 months, or a history of suicidal behavior within the past year