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 Therapy

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 duration of the current depressive episode must be less than or equal to (\<=) 24 months

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 other than insomnia present, and overall good tolerability, as assessed by the 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

Have a hamilton depression rating scale (HDRS)-17 total score greater than or equal to (\>=) 20 at the first screening interview, must not demonstrate a clinically significant improvement (that is \[ie\], an improvement of \> 20 % on their HDRS-17 total score) from the first to the second independent HDRS-17 rating, and must have a HDRS-17 total score \>= 18 at the second screening interview

Have a patient version of the Insomnia Severity Index (ISI) total score \>=15 as well as a clinician version of the ISI total score \>=15 at the second screening visit

Body mass index (BMI) between 18 and 40 kilogram per meter square (kg/m\^2) inclusive (BMI=weight/height\^2)

Participant must be medically stable on the basis of clinical laboratory tests performed at screening

Participant must be medically stable on the basis of the following: physical examination (including a brief neurological examination), vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) performed at screening and baseline

What this study is about