A Study to Investigate the Antidepressant Mechanism-of-action of JNJ-42847922 in Participants With Major Depressive Disorder

The purpose of this study is to explore if the magnitude of treatment effect (JNJ-42847922; placebo) on symptoms of depression (as measured by Hamilton rating scale for depression-17 \[HDRS17\], Sleep item-adjusted HDRS17, Anxiety/somatization factor score and the 6-item subscale from HDRS17 \[HAM-D6\]) differs across different levels of hyper-arousal status (characterized by Sleep parameters, ruminative response scale \[RRS\], Sleep and Worry visual analogue scale \[VAS\], quantitative electro-encephalography \[qEEG\], heart rate variability \[HRV\] and others).


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
* Population specific: Participant must meet Diagnostic and Statistical Manual of Mental Disorders - fifth edition (DSM-5) diagnostic criteria for MDD (international classification of diseases \[ICD\]-code F32.x and F33.x), without psychotic features, and confirmed by the Mini International Neuropsychiatric Interview (MINI) 7.0; have a Montgomery Asberg Depression Rating Scale (MADRS) total score greater than or equal to (\>=) 25 at screening and must not demonstrate a clinically significant change (that is, an improvement of greater than (\>) 20 percent (%) on their MADRS total score) from the screening to the second completion of MADRS by telephone at most 4 days before the baseline visit; Not currently receiving antidepressant drug therapy for \>= 2 weeks before screening
* Men who are sexually active with a women of childbearing potential (WOCBP) and have not had a vasectomy must agree to use a barrier method of birth control
* A woman of childbearing potential must have a negative serum pregnancy test at screening and a negative urine pregnancy test before the first dose
* A woman must agree not to donate eggs (ova, oocytes) for the purposes of assisted reproduction during the study and for at least 3 months after receiving the last dose of study drug

Exclusion Criteria:

* Has failed more than 2 treatments (no more than 20 percent (%) response) with a differing pharmacological mode of action despite an adequate dose and duration during a previous, or the current depressive episode
* Has a diagnosis of Cushing's Disease, Addison's Disease, primary amenorrhea, or other evidence of significant medical disorders of the Hypothalamus pituitary adrenal (HPA) axis
* Is pregnant or breast feeding
* Participant has received an investigational drug (including investigational vaccines) or used an invasive investigational medical device within 60 days before the planned first dose of study drug, or has participated in 2 or more interventional clinical studies in the previous 1 year, or is currently enrolled in an interventional study
* Participant is a man who plans to father a child while enrolled in this study or within 3 months after the last dose of study drug
* Participant has a history of hepatitis B surface antigen (HBsAg) or hepatitis C antibody (anti-HCV) positive, or other clinically active liver disease, or tests positive for HBsAg or anti-HCV at screening