A Study of Esketamine Nasal Spray, Administered as Monotherapy, in Adult Participants With Treatment-resistant Depression

Inclusion Criteria: * Participant must meet the Diagnostic and Statistical Manual of Mental Disorders (5th edition) (DSM-5) diagnostic criteria for single-episode MDD or recurrent MDD, without psychotic features, based upon clinical assessment and confirmed by the MINI. Participants 65 years of age or older must have had the first onset of depression prior to 55 years of age * Participant must have had nonresponse (\<=25% improvement) to \>=2 oral antidepressant treatments in the current episode of depression, assessed using the MGH-ATRQ, and confirmed by documented records (example, medical/pharmacy/prescription records or a letter from a treating physician) * Participant must have an Inventory of Depressive Symptomatology-Clinician rated, 30-item (IDS-C30) total score of \>=34 * The participant's current major depressive episode, depression symptom severity, and antidepressant treatment response in the current depressive episode, must be confirmed by the State vs. Trait, Assessibility, Face Validity, Ecological Validity, Rule of Three P's (SAFER) Interview * Participant must be medically stable on the basis of physical examination, medical history, vital signs (including blood pressure), and 12-lead electrocardiogram (ECG) performed in the screening phase. If there are any abnormalities that are not specified in the inclusion and exclusion criteria, the determination of their clinical significance must be determined by the investigator and recorded in the participant's source documents and initiated by the investigator * Participant must be medically stable on the basis of clinical laboratory tests performed in the screening phase. If the results of the serum chemistry panel, hematology, or urinalysis are outside the normal reference ranges, the participant may be included only if the investigator judges the abnormalities or deviations from normal to be not clinically significant or to be appropriate and reasonable for the population under study. This determination must be recorded in the participant's source documents and initialed by the investigator: (a) Participants with a pre-existing history of thyroid disease/disorder who are treated with thyroid hormones must be on a stable dosage for 3 months prior to the start of the screening phase; (b) For any participant (regardless of thyroid history), if the thyroid-stimulating hormone (TSH) value is out of range, a free thyroxine (FT4) will be conducted. If the FT4 value is abnormal and considered to be clinically significant (after discussion with the medical monitor), the participant is not eligible * Participant must be comfortable with self-administration of nasal spray medication and be able to follow the nasal spray administration instructions provided Exclusion Criteria: * The participant has used ketamine/esketamine (lifetime) * The participant's depressive symptoms have previously demonstrated nonresponse to 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 history of seizures (uncomplicated childhood febrile seizures with no sequelae are not exclusionary) * Participant has any anatomical or medical condition that, per the investigator's clinical judgment based on assessment, may impede delivery or absorption of nasal spray study drug