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.