Efficacy and Safety Study of Vortioxetine (Lu AA21004) in Adults With Major Depressive Disorder

Inclusion Criteria: * Suffers from a major depressive episode recurrent as the primary diagnosis according to the American Psychiatric Association Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, Text Revision (DSM-IV-TR) criteria. * Has a Montgomery Åsberg Depression Rating Scale (MADRS) total score of 26 or greater at Screening and Baseline Visits. * Has a Clinical Global Impression - Severity of Illness (CGI-S) score of 4 or greater at Screening and Baseline Visits. Exclusion Criteria: * Has previously participated in a Lu AA21004 clinical study. * Has 1 or more the following: * Any current psychiatric disorder other than Major Depressive Disorder as defined in the DSM-IV * Current or past history of: manic or hypomanic episode, schizophrenia or any other psychotic disorder defined in the DSM-IV-TR. * Diagnosis of alcohol or other substance disorder (except nicotine and caffeine) as defined in the DSM-IV-TR that has not been in sustained full remission for at least years prior to screening (participant must also have negative urine drug screen prior to Baseline). * Presence or history of a clinically significant neurological disorder (including epilepsy) * Neurodegenerative disorder. * Any Axis II disorder that might compromise the study. * Has a thyroid stimulating hormone value outside the normal range at the Screening Visit that is deemed clinically significant by the investigator. * Has clinically significant abnormal vital signs as determined by the investigator. * Has an abnormal Electrocardiogram. * Has an alanine aminotransferase, aspartate aminotransferase or total bilirubin level greater than 1.5 times the upper limits of normal. * Has a previous history of cancer that had been in remission for less than 5 years prior to the first dose of study medication. * Has a disease or takes medication that, in the opinion of the investigator, could interfere with the assessments of safety, tolerability, or efficacy. * Has a known history of or currently has increased intraocular pressure or is at risk of acute narrow-angle glaucoma. * Has a clinically significant unstable illness, for example, hepatic impairment or renal insufficiency, or a cardiovascular, pulmonary, gastrointestinal, endocrine, neurological, rheumatologic, immunologic, infectious, skin and subcutaneous tissue disorders, or metabolic disturbance. For the purposes of this protocol the following conditions are considered unstable due to the potential impact on assessment of MDD response: pain disorder, chronic fatigue syndrome, fibromyalgia, and obstructive sleep apnea. * Has a significant risk of suicide according to the investigator's opinion.