- 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