A Study to Evaluate the Efficacy, Safety, and Tolerability of Flexible Doses of Intranasal Esketamine Plus an Oral Antidepressant in Adult Participants With Treatment-resistant Depression

Inclusion Criteria: * At the time of signing the informed consent form (ICF), participant must be a man or woman 18 (or older if the minimum legal age of consent in the country in which the study is taking place is greater than \[\>\]18) to 64 years of age, inclusive * At the start of the screening/prospective observational phase, participant must meet the Diagnostic and Statistical Manual of Mental Disorders (DSM-5) diagnostic criteria for single-episode major depressive disorder (MDD) (if single-episode MDD, the duration must be greater than or equal to \[\>=\] 2 years) or recurrent MDD, without psychotic features, based upon clinical assessment and confirmed by the Mini-International Neuropsychiatric Interview (MINI) * At the start of the screening/prospective observational phase, participant must have an Inventory of Depressive Symptomatology-Clinician rated ( IDS-C30) total score of greater than or equal to (\>=) 34 * At the start of the screening/prospective observational phase, participant must have had non-response (greater than or equal to \[\<=25\] percent \[%\] improvement) to ≥1 but less than or equal to (\<=) 5 (if current episode is \>2 years, upper limit is applicable to only the last 2 years) oral antidepressant treatments in the current episode of depression, assessed using the Massachusetts General Hospital - Antidepressant Treatment Response Questionnaire (MGH-ATRQ) and documented by medical history and pharmacy/prescription records, for the current episode of depression. In addition, the participant is taking a different oral antidepressant treatment (on the MGH-ATRQ) for at least the previous 2 weeks at or above the minimum therapeutic dose * The participant's current major depressive episode, depression symptom severity (Week 1 MADRS total score \>=28 required), and antidepressant treatment response in the current depressive episode, must be confirmed using a Site Independent Qualification Assessment Exclusion Criteria: * Participants who have previously demonstrated nonresponse of depressive symptoms to esketamine or ketamine in the current major depressive episode, to all 4 of the oral antidepressant treatment options available for the double-blind induction phase (ie, duloxetine, escitalopram, sertraline, and venlafaxine extended release \[XR\]) in the current major depressive episode (based on MGH-ATRQ), or an adequate course of treatment with electroconvulsive therapy (ECT) in the current major depressive episode, defined as at least 7 treatments with unilateral/bilateral ECT * Participant has received vagal nerve stimulation (VNS) or has received deep brain stimulation (DBS) in the current episode of depression * Participant has a current or prior DSM-5 diagnosis of a psychotic disorder or MDD with psychosis, bipolar or related disorders (confirmed by the MINI), comorbid obsessive compulsive disorder, intellectual disability (DSM-5 diagnostic codes 317, 318.0, 318.1, 318.2, 315.8, and 319), borderline personality disorder, antisocial personality disorder, histrionic personality disorder, or narcissistic personality disorder * Participant has homicidal ideation/intent, per the investigator's clinical judgment, or has suicidal ideation with some intent to act within 6 months prior to the start of the screening/prospective observational phase, per the investigator's clinical judgment or based on the Columbia Suicide Severity Rating Scale (C-SSRS) * Participants with history of moderate or severe substance or alcohol use disorder according to DSM-5 criteria