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 and Long-term Safety Extension Treatment With Seltorexant

Prior treatment

• Has a current or recent history of homicidal ideation or serious suicidal ideation within the past 3 months, corresponding to a positive response on item 4 (active suicidal ideation with some intent to act, without specific plan) or item 5 (active suicidal ideation with specific plan and intent) for ideation on the Columbia Suicide Severity Rating Scale (C-SSRS), or a history of suicidal behavior within the past 6 months, as validated by the C-SSRS at screening or Day 1. Participants with prior suicidal behavior in the past year, or prior serious suicidal ideation/plan within the past 6 months, should be carefully screened. For current suicidal ideation, only participants with non serious items (1-3 of the suicidal ideation section of the C-SSRS) may be included at the discretion of the investigator
• Has a history of treatment-resistant MDD, defined as a lack of response to 2 or more adequate antidepressant treatments in the current episode, as indicated by no or minimal (\<25% improvement in symptoms) when treated with an antidepressant of adequate dose (per MGH-ATRQ) and duration (at least 6 weeks)
• Has a history of moderate to severe substance use disorder including alcohol use disorder according to DSM-5 criteria within 6 months before screening

Other illness

• Has history or current diagnosis of a psychotic disorder, bipolar disorder, intellectual disability, autism spectrum disorder, borderline personality disorder, or somatoform disorders
• Has any significant primary sleep disorder, including but not limited to obstructive sleep apnea, restless leg syndrome, or parasomnias. Participants with insomnia disorder are allowed

Lab values

• Has a recent (last 3 months) history of, or current signs and symptoms of, a) severe renal insufficiency (creatinine clearance \[CrCl\] \<30 milliliter per minute \[mL/min\]); b) clinically significant or unstable cardiovascular, respiratory, gastrointestinal, neurologic, hematologic, rheumatologic, immunologic or endocrine disorders; c) uncontrolled Type 1 or Type 2 diabetes mellitus

• 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 length of the current depressive episode must be less than or equal to (\<=) 24 months prior to randomization
• 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 beyond insomnia present, and overall good tolerability, as assessed by the Massachusetts General Hospital-Antidepressant Treatment Response Questionnaire (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
• Body mass index (BMI) between 18 and 40 kilograms per meter square (kg/m\^2), inclusive (BMI = weight/height\^2)
• Participant must be medically stable on the basis of the following performed at screening: physical examination (including a brief neurological examination), vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) performed at screening and baseline