A Study in Participants With Major Depressive Disorder (MDD) With Anhedonia and Inadequate Response to Current Antidepressant Therapy Including a Selective Serotonin Reuptake Inhibitor (SSRI) or Serotonin Norepinephrine Reuptake Inhibitor (SNRI)

Inclusion Criteria: * Meets the diagnostic criteria for single episode or recurrent major depressive disorder (MDD) without psychotic features, according to either the tenth revision of the International Statistical Classification of Diseases and Related Health Problems (ICD-10) or the Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition (DSM-5) * Is considered to suffer from a moderate or severe depressive syndrome, as defined by a Montgomery-Asberg Depression Rating Scale (MADRS) total score greater than or equal to (\>=) 22 at entry * Is initiating or is planning to initiate a new add-on antidepressant treatment per local prescribing information to treat the current depressive episode. In the context of this observational study, a new add-on antidepressant treatment is considered any new pharmacological or non-pharmacological treatment that is prescribed in addition to the current antidepressant treatment, inclusive of an selective serotonin reuptake inhibitor/serotonin norepinephrine reuptake inhibitor (SSRI or SNRI) with the intent to improve a participant's clinical depressive syndrome. Accordingly, any dose escalation of an antidepressant prescribed prior to baseline or the addition of any drug intended to increase the plasma-concentration of an antidepressant prescribed prior to baseline is not considered a new antidepressant treatment; In parallel with the inclusion of participants considered for add-on strategy, in the United States only, a cohort o…