Pre-Approval Access to Esketamine Nasal Spray for the Treatment of Treatment-Resistant Depression (TRD)

Inclusion Criteria: * Must have an unmet medical need to treat treatment-resistant depression (TRD) with esketamine nasal spray, an investigational compound, that has not been approved by any health authority. This means no other treatment options are available and the participant must be unable to participate in a clinical trial; for example, because they do not fulfill the eligibility criteria of the protocol or there are no trial sites within a reasonable distance of where they reside * Must not participate in a clinical trial or be concurrently treated with an investigational drug when being treated with esketamine nasal spray * Participants must have TRD with the diagnosis verified by a psychiatrist, and have exhausted all other options including all alternative treatment options with marketed therapies, specifically: 1. Participant must meet the Diagnostic and Statistical Manual of Mental Disorders (DSM)-5 diagnostic criteria for single-episode major depressive episode (major depressive disorder \[MDD\]) (if single-episode MDD, the duration must be greater than \[\>\]2 years) or recurrent MDD, without psychotic features. 2. Participant must have had nonresponse to 2 or more oral antidepressant treatments in the current episode of depression confirmed by documented medical history and/or pharmacy/prescription records to meet criteria for TRD and have failed at least one augmentation strategy (for example, atypical antipsychotics such as aripiprazole or quetiapine, lithium, thyroid hormones, bupropion, etc) and have failed an adequate course (greater than or equal to \[\>=\] 7 unilateral \[UL\] sessions) of, or have a contraindication to electro-convulsive therapy (ECT) and transcranial magnetic stimulation (TMS) * Participants must have exhausted clinical trials, early access programs or named patient programs that may be available in their region * Participants must have moderate to severe depression per clinical judgment Exclusion Criteria: * The participant's depressive symptoms have previously demonstrated nonresponse to Esketamine Nasal Spray or ketamine in the current major depressive episode per clinical judgment * Participant has a current or prior DSM-5 diagnosis of a psychotic disorder or MDD with psychosis, bipolar or related disorders, comorbid obsessive- compulsive disorder, intellectual disability (only DSM-5 diagnostic code 319), borderline personality disorder, antisocial personality disorder, histrionic personality disorder, or narcissistic personality disorder * Participant has homicidal ideation/intent or has suicidal ideation with some intent to act within 6 months or a history of suicidal behavior within the past year, per the requesting psychiatrist's clinical judgment * Participant has a history of moderate or severe substance or alcohol use disorder according to DSM-5 criteria, except nicotine or caffeine, within 6 months before the start of the first dose. a) A history (lifetime) of ketamine, phencyclidine (PCP), lysergic acid diethylamide (LSD), or 3, 4-methylenedioxy-methamphetamine (MDMA) hallucinogen-related use disorder is exclusionary * Participants with a current or past history of seizures (uncomplicated childhood febrile seizures with no sequelae are not exclusionary)