A Study of Brenipatide (LY3537031) in Adult Participants With Major Depressive Disorder

Inclusion Criteria: * Meet the diagnostic criteria for major depressive disorder * Are on stable standard of care medication for major depressive disorder * Are reliable and willing to make themselves available for the duration of the study and attend required study visits, and are willing and able to follow study procedures as required, such as * self-inject study intervention * store and use the provided blinded study intervention, as directed * maintain electronic and paper study diaries, as applicable, and * complete the required questionnaires Exclusion Criteria: * Have a lifetime history or current diagnosis of the following: * schizophrenia spectrum or other psychotic disorder * bipolar disorder * borderline personality disorder, or * any eating disorder * Have type 1 diabetes mellitus, or a history of: * ketoacidosis, or * hyperosmolar state or coma. * Evidence of moderate or severe substance or alcohol use disorder within 180 days of screening * Are actively suicidal or deemed a significant risk for suicide * Have participated in a clinical study and received active treatment, or unknown if they received active treatment, within 90 days or 5 half-lives (whichever is longer) before screening