A Study of Seltorexant Compared to Quetiapine XR as Adjunctive Therapy to Antidepressants in Adult and Elderly Participants With Major Depressive Disorder With Insomnia Symptoms Who Have Responded Inadequately to Antidepressant Therapy

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 and confirmed by the structured clinical interviewfor DSM-5 Axis I disorders-clinical trials version (SCID-CT) diagnosed with firstdepressive episode prior to age 60. The length of the current depressive episodemust be less than or equal to (<=) 24 months

• 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 thefirst lifetime episode of depression. An inadequate response is defined as less than (<) 50 percent (%) reduction but with some improvement (that is, improvement greaterthan [>] 0%) in depressive symptom severity with residual symptoms present otherthan insomnia, and overall good tolerability, as assessed by the MassachusettsGeneral Hospital-Antidepressant Treatment Response Questionnaire (MGH-ATRQ)

• Is receiving and tolerating well any one of the following selective serotoninreuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI) fordepressive symptoms at screening, in any formulation and available in theparticipating country: citalopram, duloxetine, escitalopram, fluvoxamine,fluoxetine, milnacipran, levomilnacipran, paroxetine, sertraline, venlafaxine,desvenlafaxine, vilazodone, or vortioxetine at a stable dose (at or abovetherapeutic dose level) for at least 6 weeks, and for no greater than 18 months inthe current episode

• Have a hamilton depression rating scale (HDRS)-17 total score greater than or equalto (>=) 20 at the first screening interview, must not demonstrate a clinicallysignificant improvement (that is, an improvement of > 20% on their HDRS-17 totalscore) from the first to the second independent HDRS-17 rating, and must have aHDRS-17 total score >18 at the second screening interview

• Have a patient version insomnia severity index (ISI) total score >= 15 as well as aclinician version of the ISI total score >= 15 at the second screening visit

• Body mass index (BMI) between 18 and 40 kilogram per meter square (kg/m^2),inclusive (BMI=weight/height^2)

• Participant must be medically stable on the basis of the following: physicalexamination, vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) performed at screening and baseline

Exclusion Criteria:

• Has a recent (last 3 months) history of, or current signs and symptoms of, severerenal insufficiency (creatinine clearance [CrCl] less than [<] 30 milliliter perminute [mL/min]); clinically significant or unstable cardiovascular, respiratory,gastrointestinal, neurologic, hematologic, rheumatologic, immunologic or endocrinedisorders. uncontrolled Type 1 or Type 2 diabetes mellitus

• Has a history of treatment-resistant MDD, defined as a lack of response to 2 or moreadequate antidepressant treatments in the current episode, as indicated by no orminimal (<25% improvement in symptoms) when treated with an antidepressant ofadequate dose (per MGH-ATRQ) and duration (at least 6 weeks)

• Has history or current diagnosis of a psychotic disorder, bipolar disorder,intellectual disability, autism spectrum disorder, borderline personality disorder,somatoform disorders

• Has a history of moderate to severe substance use disorder including alcohol usedisorder according to DSM-5 criteria within 6 months before screening

• Has any significant primary sleep disorder, including but not limited to obstructivesleep apnea, restless leg syndrome, or parasomnias. Participants with insomniadisorder are allowed