Participants will continue to take their pretrial antidepressant medication as prescribed throughout the trial. Participants will be randomized in a 1:1 ratio to receive filorexant or placebo for a 6-week treatment period. Following completion of the treatment period, participants will enter a 2-week double-blind run-out period. During the run-out period, participants who received placebo in the 6-week treatment period will continue to receive placebo and participants who received filorexant in the 6-week treatment period will be randomized to receive either filorexant or placebo in a 1:1 ratio.