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 and Long-term Safety Extension Treatment With Seltorexant

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 an selective serotonin reuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI) in double-blind treatment phase and to assess the long-term safety and tolerability of seltorexant as adjunctive therapy to an antidepressant in participants with major depressive disorder (MDD) in open-label treatment phase.

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 adjunctive treatment of major depressive disorder with insomnia symptoms (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 4 phases: a screening phase (up to 30 days), a double-blind (DB) treatment phase (43 days), open label (OL) treatment phase (1-year), and a post treatment follow-up phase (7 to 14 days after end of treatment). The total study duration for each participant will be up to 64 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 length of the current depressive episode must be less than or equal to (\<=) 24 months prior to randomization
* 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 beyond insomnia present, and overall good tolerability, as assessed by the Massachusetts General Hospital-Antidepressant Treatment Response Questionnaire (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
* Body mass index (BMI) between 18 and 40 kilograms per meter square (kg/m\^2), inclusive (BMI = weight/height\^2)
* Participant must be medically stable on the basis of the following performed at screening: 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, a) severe renal insufficiency (creatinine clearance \[CrCl\] \<30 milliliter per minute \[mL/min\]); b) clinically significant or unstable cardiovascular, respiratory, gastrointestinal, neurologic, hematologic, rheumatologic, immunologic or endocrine disorders; c) uncontrolled Type 1 or Type 2 diabetes mellitus
* Has a current or recent history of homicidal ideation or serious suicidal ideation within the past 3 months, corresponding to a positive response on item 4 (active suicidal ideation with some intent to act, without specific plan) or item 5 (active suicidal ideation with specific plan and intent) for ideation on the Columbia Suicide Severity Rating Scale (C-SSRS), or a history of suicidal behavior within the past 6 months, as validated by the C-SSRS at screening or Day 1. Participants with prior suicidal behavior in the past year, or prior serious suicidal ideation/plan within the past 6 months, should be carefully screened. For current suicidal ideation, only participants with non serious items (1-3 of the suicidal ideation section of the C-SSRS) may be included at the discretion of the investigator
* 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 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