This is a randomized, placebo-controlled, safety and tolerability study examining MK-8777 in participants with major depressive disorder. In Part I of the trial, four different cohorts of six participants each will receive multiple rising doses of MK-8777 (ranging from 100 mg twice a day \[BID\] to 300 mg BID) or placebo for up to 16 days. In Part 2, a new cohort of participants will be randomly assigned to receive 100 mg BID of MK-8777, 400 mg BID of MK-8777, or placebo. Following titration (3 days per step), participants will be maintained on the assigned BID dose until Day 27, followed by one day of once a day (QD) dosing, for a total of 28 days. There were 11 treatment arms in total for Part 1 and Part 2 (see Interventions).