Study to Evaluate the Efficacy and Safety of 3 Fixed Doses of Intranasal Esketamine in Addition to Comprehensive Standard of Care for the Rapid Reduction of the Symptoms of Major Depressive Disorder, Including Suicidal Ideation, in Pediatric Participants Assessed to be at Imminent Risk for Suicide

Inclusion Criteria:

* Participants must meet diagnostic and statistical manual of mental disorders (5th edition) {DSM-5} diagnostic criteria for major depressive disorder (MDD), without psychotic features, based upon clinical assessment and confirmed by the mini international neuropsychiatric interview for children and adolescents (MINI KID)
* Participant must have a children's depression rating scale-revised (CDRS-R) total score of equal or more than (\>=) 58 predose on Day 1
* As part of standard of care treatment, participant must agree to be hospitalized voluntarily for a recommended period of 5 days after randomization (may be shorter or longer if clinically warranted in the investigator's opinion)
* As part of the newly initiated or optimized standard of care treatment, participant must agree to take one of the prescribed non-investigational antidepressant medications (fluoxetine, escitalopram, sertraline; and 9-11 years old participants at US-sites only: fluoxetin \[preferred\], sertraline) at least during the double-blind treatment phase (Day 25)
* As part of standard of care treatment, participant must agree to participate in a specific psychological intervention (individual cognitive behavioral therapy \[CBT\], interpersonal therapy, family therapy or psychodynamic psychotherapy) at least through the initial 8-week post-treatment follow-up period (Day 81)

Exclusion Criteria:

* Participants has a current DSM-5 diagnosis of bipolar (or related disorders), intellectual disability, autism spectrum disorder, conduct disorder, anorexia nervosa, oppositional defiant disorder, or obsessive compulsive disorder
* Participants currently meets DSM-5 criteria for borderline personality disorder. Participants not meeting full DSM-5 criteria for borderline personality disorder but exhibiting recurrent suicidal gestures, threats, or self-mutilating behaviors should also be excluded
* Participant has a current or prior DSM-5 diagnosis of a psychotic disorder or MDD with psychosis
* Participant meets the DSM-5 severity criteria for moderate or severe substance or alcohol use disorder (except for nicotine or caffeine) within the 6 months before screening. A history (lifetime) of ketamine, phencyclidine (PCP), lysergic acid diethylamide (LSD), or 3, 4-methylenedioxy-methamphetamine (MDMA) hallucinogen-related use disorder is exclusionary
* Participant has a history of seizure disorder