Inclusion criteria: 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, participants must have had nonresponse to >=2 but less than or equal to (<=) 5 oral antidepressant treatments taken at adequate dosage and for adequate duration, as 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 - The participant’s current major depressive episode and treatment response to antidepressant treatments used in the current depressive episode (retrospectively assessed) must be deemed valid for participation in a clinical study based on a Site-Independent Qualification Assessment For Transferred-Entry Participants - The participant must have completed the double-blind induction phase in ESKETINTRD3001 or ESKETINTRD3002 and must have demonstrated response at the end of that phase (>=50% reduction in the MADRS total score from baseline [Day 1 pre-randomization] at the end of the 4-week double-blind induction phase)