A Study to Evaluate the Efficacy and Safety of JNJ-42847922 as Adjunctive Therapy to Antidepressants in Adult Participants With Major Depressive Disorder Who Have Responded Inadequately to Antidepressant Therapy

The purpose of this study is to assess the dose-response relationship of 2 doses of JNJ-42847922 before interim analysis, and potentially 3 doses based on interim analysis results, compared to placebo as adjunctive therapy to an antidepressant drug in improving depressive symptoms in participants with Major Depressive Disorder (MDD) who have had an inadequate response to current antidepressant therapy with a selective serotonin reuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI); and to assess the safety and tolerability of JNJ-42847922 compared to placebo as adjunctive therapy to an antidepressant in participants with MDD.

The study will investigate the antidepressant effects of a range of doses of JNJ-42847922 (seltorexant) (versus placebo), as adjunctive treatment to antidepressant drugs for treatment of MDD, and will assess the safety and tolerability of JNJ-42847922. The study will be conducted in 3 phases: a screening phase (up to 4 weeks), a double-blind treatment phase (6 weeks), and a post-treatment follow-up phase (2 weeks). Efficacy, safety, pharmacokinetic, and biomarker evaluations will be performed in the study at defined timepoints. The duration of the study will be up to approximately 12 weeks (84 days).

Eligibility Criteria:
Inclusion Criteria:

* Men or women of non-childbearing potential (WONCBP), aged 18 to 70 years (inclusive). A WONCBP is defined as: a).Postmenopausal: A postmenopausal state is defined as no menses for 12 months without an alternative medical cause. b). Permanently sterile: Permanent sterilization methods include hysterectomy, bilateral salpingectomy, bilateral tubal occlusion/ligation procedures, and bilateral oophorectomy. c). If reproductive status is questionable, additional evaluation should be considered
* 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). In addition their major depressive episode must be deemed "valid" using the SCID Screening Questionnaire (SSQ) interview administered by remote, independent raters. The length of the current depressive episode must be less than or equal to (\<=) 18 months
* Have had an inadequate response to at least 1 but no more than 3 antidepressants, administered at an adequate dose and duration in the current episode of depression, as measured by the Massachusetts General Hospital-Antidepressant Treatment Response Questionnaire (MGH-ATRQ). An inadequate response is defined as less than (\<)50 percent (%) reduction in depressive symptom severity, as assessed by the MGH-ATRQ. An adequate trial is defined as an antidepressant treatment for at least 4 weeks at or above the minimum therapeutic dose specified in the MGH-ATRQ, for any particular antidepressant. The inadequate response must include the participant's current antidepressant treatment
* Participants receiving monotherapy treatment for depressive symptoms with one of the following selective serotonin reuptake inhibitor/serotonin-norepinephrine reuptake inhibitor (SSRI/SNRI) antidepressants, in any formulation: citalopram, duloxetine, escitalopram, fluvoxamine, fluoxetine, milnacipran, levomilnacipran, paroxetine, sertraline, venlafaxine, desvenlafaxine, vilazodone, or vortioxetine at a stable dose (at or above the minimum therapeutic dose level) for at least 4 weeks, and for no greater than 12 months, at screening. Modification of an effective preexisting therapy should not be made for the explicit purpose of entering a subject into the study
* Have a Montgomery-Asberg Depression Rating Scale (MADRS) total score greater than or equal to (\>=)25 (performed by independent, centralized remote raters) at screening and must not demonstrate a clinically significant improvement (that is, an improvement of greater than \[\>\]20% on their MADRS total score) from the screening to baseline visit
* Must be otherwise healthy on the basis of physical examination, medical history, vital signs, 12-lead electrocardiogram (ECG), and clinical laboratory tests performed at screening. If the results of the clinical laboratory tests are outside the normal reference ranges, the participant could be included only if the investigator judges the abnormalities or deviations from normal to be not clinically significant or to be appropriate and reasonable for the population under study. This determination must be recorded in the participant's source documents and initialed by the investigator

Exclusion Criteria:

* Has a history of, or current signs and symptoms of, severe renal insufficiency (creatinine clearance \<30 milliliter per minute \[mL/min\]); moderate to severe hepatic insufficiency (Child-Pugh Score 7-9), significant or unstable cardiovascular, respiratory, gastrointestinal, neurologic (including narcolepsy), hematologic, rheumatologic, immunologic or endocrine disorders (including uncontrolled hypo- or hyperthyroidism or diabetes, or insulin-dependent diabetes mellitus). Participants with non-insulin dependent diabetes mellitus who are well-controlled (hemoglobin A1C \[HbA1C\] \<=7.5% and fasting glucose \<126 milligram per deciliter \[mg/dL\] at screening) could be eligible to participate if otherwise medically healthy, and if on a stable regimen of glucose-lowering medications for at least 2 months prior to screening
* Has signs and symptoms of Cushing's Disease, Addison's Disease, primary amenorrhea, or other evidence of significant medical disorders of the hypothalamic-pituitary-adrenal (HPA) axis
* Has a history of lack of response to 3 or more adequate antidepressant treatments, 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 4 weeks)
* Has history or current diagnosis of a psychotic disorder, bipolar disorder, mental retardation, autism spectrum disorder, or borderline personality disorder, somatoform disorders, chronic fatigue syndrome or fibromyalgia
* Has any significant primary sleep disorder, including but not limited to obstructive sleep apnea, restless leg syndrome, or parasomnias