Study to Evaluate the Efficacy and Safety of 3 Fixed Doses of Intranasal Esketamine in Addition to Comprehensive Standard of Care for the Rapid Reduction of the Symptoms of Major Depressive Disorder, Including Suicidal Ideation, in Pediatric Participants Assessed to be at Imminent Risk for Suicide

The purpose of this study is to assess the efficacy of a single (first) dose of 3 fixed doses of intranasal esketamine {28 milligram (mg), 56 mg, and 84 mg} compared with psychoactive placebo (oral midazolam) in rapidly reducing the symptoms of major depressive disorder (MDD) including suicidal ideation in participants 12 to less than 18 years of age who are assessed to be at imminent risk for suicide.

This study will enroll participants with major depressive disorder (MDD) presenting with suicidal ideation who are assessed to be at imminent risk for suicide. The study will be conducted in 4 phases: a screening evaluation performed within 48 hours prior to Day 1 intranasal dose; a 25-day double-blind treatment phase (Days 1-25); an 8-week initial post-treatment phase (Days 25-81); and a subsequent phase to complete a full 6-month post-treatment follow-up (Days 81-200). Efficacy, safety, pharmacokinetic, biomarker, and pharmacogenomic evaluations will be performed in the study at defined schedule. The duration of the participant's participation will be approximately 29 weeks. If you or a loved one are having thoughts of suicide, please seek immediate medical help. Go to the emergency room or call the National Suicide Prevention Lifeline at 1-800-273-8255.

Eligibility Criteria:
Inclusion Criteria:

* Participants must 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 mini international neuropsychiatric interview for children and adolescents (MINI KID)
* Participant must have a children's depression rating scale-revised (CDRS-R) total score of equal or more than (\>=) 58 predose on Day 1
* As part of standard of care treatment, participant must agree to be hospitalized voluntarily for a recommended period of 5 days after randomization (may be shorter or longer if clinically warranted in the investigator's opinion)
* As part of the newly initiated or optimized standard of care treatment, participant must agree to take one of the prescribed non-investigational antidepressant medications (fluoxetine, escitalopram, sertraline; and 9-11 years old participants at US-sites only: fluoxetin \[preferred\], sertraline) at least during the double-blind treatment phase (Day 25)
* As part of standard of care treatment, participant must agree to participate in a specific psychological intervention (individual cognitive behavioral therapy \[CBT\], interpersonal therapy, family therapy or psychodynamic psychotherapy) at least through the initial 8-week post-treatment follow-up period (Day 81)

Exclusion Criteria:

* Participants has a current DSM-5 diagnosis of bipolar (or related disorders), intellectual disability, autism spectrum disorder, conduct disorder, anorexia nervosa, oppositional defiant disorder, or obsessive compulsive disorder
* Participants currently meets DSM-5 criteria for borderline personality disorder. Participants not meeting full DSM-5 criteria for borderline personality disorder but exhibiting recurrent suicidal gestures, threats, or self-mutilating behaviors should also be excluded
* Participant has a current or prior DSM-5 diagnosis of a psychotic disorder or MDD with psychosis
* Participant meets the DSM-5 severity criteria for moderate or severe substance or alcohol use disorder (except for nicotine or caffeine) within the 6 months before screening. A history (lifetime) of ketamine, phencyclidine (PCP), lysergic acid diethylamide (LSD), or 3, 4-methylenedioxy-methamphetamine (MDMA) hallucinogen-related use disorder is exclusionary
* Participant has a history of seizure disorder