The purpose of this study is to assess the participants socio-demographics and disease-related characteristics, long-term naturalistic treatment patterns and the clinical, social and economic outcomes of routine clinical practice in the treatment of participants with treatment-resistant depression (TRD) in a variety of European countries.

This TRD cohort study will collect critically important data from routine clinical practice in Europe which will further substantiate the understanding of TRD in European clinical practice, with the aim of improving guidance and informing the development of better treatment strategies for this medically important condition. All data recorded in the case report form (CRF) should be documented in participants' medical records, that will be the primary data source of each participant. Participants who meet the diagnostic criteria for Major Depressive Disorder (MDD) and the diagnostic criteria for TRD, and are initiating or planned to initiate a new antidepressive treatment regimen will participate in the study. The end of the entire study will be 6 months after enrollment of the last participant in the study.

Inclusion Criteria:

• Meets the diagnostic criteria for single episode or recurrent MDD, without psychotic features, according to either the International Statistical Classification of Diseases and Related Health Problems, Tenth Revision (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 (>=) 20 at baseline
• Meets/has met the TRD criteria, defined as lack of clinically meaningful improvement, as indicated by a Clinical Global Impression-Change (CGI-C) score >= 4 and/or less than or equal to (<=) 25 percent (%) improvement in MADRS total score (lack of tolerability is not an indicator of non-response), with at least 2 different oral antidepressant treatments (of the same class, of a different class, or a combination of antidepressants or antidepressant with adjunctive antipsychotics) in the current episode of depression, prescribed in adequate dosages (as defined in the Massachusetts General Hospital - Antidepressant Treatment Response Questionnaire [MGH ATRQ]) for adequate duration (at least 6 weeks) with adequate treatment adherence assessed by physicians
• Is initiating a new antidepressive treatment to treat the current depressive episode
• Must be capable of providing informed consent, based on the opinion of the participating physician

Exclusion Criteria:

• Has a current or prior diagnosis of a psychotic disorder, MDD with psychotic features, bipolar or related disorders, or intellectual disability, according to DSM-5 or ICD-10
• Has homicidal ideation/intent or has suicidal ideation with some intent to act, within 1 month prior to enrollment (per the physician's clinical judgment or based on the Columbia-Suicide Severity Rating Scale [C-SSRS] corresponding to a response of "Yes" on Item 4 [active suicidal ideation with some intent to act, without specific plan] or Item 5 [active suicidal ideation with specific plan and intent]) or a history of suicidal behavior within 1 year prior to enrollment
• Has a history of moderate or severe substance use disorder or severe alcohol use disorder according to DSM 5 criteria, except for nicotine and caffeine, within 6 months prior to enrollment
• Has a lifetime history of hallucinogen-related substance use disorder, with ketamine, phencyclidine (PCP), lysergic acid diethylamide (LSD), or 3,4 methylenedioxy-methamphetamine (MDMA)
• Has participated in or is currently enrolled in any clinical trial or observational study within the current episode
• Has previously received esketamine at any time

Participants with Major Depressive Disorder (MDD) who fulfill the most commonly adopted criteria for treatment-resistant depression (TRD) with outcomes in routine clinical practice across the European region will be part of the study.