A Study of Seltorexant as Monotherapy in Adults and Elderly Participants With Major Depressive Disorder

Inclusion criteria: * 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 * Experienced at least one MDD episode prior to their current episode * Current episode of MDD must be a minimum of 2 weeks in duration * Must meet one of the following criteria regarding current medication status. 1. Can be presenting for a new episode of MDD on no antidepressant treatment; however, must have been treated with an antidepressant medication in a prior episode for a minimum of 6 weeks at a stable dose at or above the minimum therapeutic level (medical record/source document). OR 2. Have taken up to two antidepressant treatments started in the current episode that were stopped (withdrawn), or will be withdrawn (washed out) due to inadequate response or intolerance. * Body Mass Index (BMI) between 18 and 40 kilograms per square meter (kg/m\^2) * Must be medically stable on the basis of the following performed at screening and double-blind (DB) baseline: physical examination (including a brief neurological examination), vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) Exclusion criteria: * Use of ketamine/esketamine in the current depressive episode (up to 2 doses are allowed prior to screening) * Has treatment-resistant depression (TRD) * Has a primary DSM-5 diagnosis of panic disorder, generalized anxiety disorder, social anxiety disorder, or specific phobia which has been the primary focus of psychiatric treatment within the past 2 years * Current active DSM-5 diagnosis of obsessive-compulsive disorder, posttraumatic stress disorder, anorexia nervosa, bulimia nervosa, or fibromyalgia * Has a history or current diagnosis of a psychotic disorder, bipolar disorder, autism spectrum disorder, borderline personality disorder, or somatoform disorders * Has dementia, any dementing disease, intellectual disability, or neurocognitive disorder * Has a current or recent history of homicidal ideation or serious suicidal ideation within the past 3 months or a history of suicidal behavior within the past 6 months * Has a history of moderate-to-severe substance use disorder including alcohol use disorder according to DSM-5 criteria within 6 months * Has any significant sleep disorder, including but not limited to untreated/uncontrolled conditions * Has known allergies, hypersensitivity, intolerance, or any contraindication to seltorexant or its excipients