Efficacy of Lu AA21004 on Cognitive Dysfunction in Major Depressive Disorder

Inclusion Criteria: 1. In the opinion of the investigator, the participant is capable of understanding and complying with protocol requirements. 2. The participant or, when applicable, the participant's legally acceptable representative signs and dates a written, informed consent form and any required privacy authorization prior to the initiation of any study procedures. 3. The participant has recurrent MDD as the primary diagnosis according to Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, Text Revision (DSM-IV-TR) criteria (classification code 296.3x). The current MDE should be confirmed using the Mini International Neuropsychiatric Interview (MINI) V6.0.0. 4. The participant has received prescribed treatment for a previous episode of depression. 5. The participant has a MADRS total score ≥26 at both the screening and baseline visits. 6. Participant reports subjective cognitive dysfunction (such as difficulty concentrating, slow thinking, and difficulty in learning new things or remembering things). 7. The reported duration of the current major depressive episode (MDE) is at least 3 months 8. The participant is a man or woman between 18 and 65 years old, inclusive. 9. A female participant of childbearing potential who is sexually active with a nonsterilized male partner agrees to routinely use adequate contraception from signing of the informed consent throughout the duration of the study and for 30 days after completion of the study. Exclusion Criteria: 1. The participant has previously participated in this study. 2. The participant has a history of severe drug allergy or hypersensitivity, or known hypersensitivity to any of the excipients of the investigational medicinal product (IMP). 3. The participant has known hypersensitivity to duloxetine. 4. The participant has hereditary problems of fructose intolerance, glucose-galactose malabsorption, or sucrose-isomaltase insufficiency. 5. The participant is an immediate family member, study site employee, or is in a dependent relationship with a study site employee who is involved in the conduct of this study (e.g., spouse, parent, child, sibling) or may consent under duress. 6. The participant has a score ≥70 on the DSST (numbers correct) at the Baseline Visit. 7. The participant is, in the opinion of the investigator, not able to complete the neuropsychological tests validly at the Baseline Visit. 8. If female, the participant is pregnant or lactating or intending to become pregnant before, during, or within 30 days after participating in this study; or intending to donate ova during such time period. 9. The participant has 1 or more of the following: 1. Any current psychiatric disorder other than MDD as defined in the DSM-IV-TR (as assessed by the MINI Version 6.0.0). 2. Current or history of attention deficit hyperactivity disorder (ADHD), pervasive developmental disorder, manic or hypomanic episode, schizophrenia, or any other psychotic disorder, including major depression with psychotic features, mental retardation, organic mental disorders, or mental disorders due to a general medical condition as defined in the DSM-IV-TR. 3. Current diagnosis of alcohol or other substance abuse or dependence (excluding nicotine or caffeine) as defined in the DSM-IV-TR that has not been in sustained full remission for at least 2 years prior to Screening. (Participant must also have negative urine drug screen prior to Baseline). 4. Presence or history of a clinically significant neurological disorder (including epilepsy). 5. Neurodegenerative disorder (Alzheimer's disease, Parkinson's disease, multiple sclerosis, Huntington's disease, etc). 6. Any DSM-IV Axis II disorder that might compromise the study. 10. The participant has any other disorder for which the treatment takes priority over treatment of MDD or is likely to interfere with study treatment or impair treatment compliance. 11. The participant has physical, cognitive, or language impairment of such severity as to adversely affect the validity of the data derived from the neuropsychological tests. 12. The participant is diagnosed with reading disability (dyslexia). 13. The participant has a significant risk of suicide according to the investigator's clinical judgment or has a score ≥5 on item 10 (suicidal thoughts) of the MADRS or has made a suicide attempt in the previous 6 months. 14. The participant, in the opinion of the investigator, poses a risk of harm to others. 15. The participant has initiated formal cognitive or behavioral therapy, systemic psychotherapy within less than 6 months of study screening, or has plans to initiate such therapy during the study. 16. The participant has received electroconvulsive therapy, vagal nerve stimulation, or repetitive transcranial magnetic stimulation within 6 months prior to Screening. 17. The current depressive symptoms are considered by the investigator to have been resistant to 2 adequate antidepressant treatments of at least 6 weeks duration each at the recommended dose. 18. The participant has a history of moderate or severe head trauma (for example, loss of consciousness for more than 1 hour) or other neurological disorders or systemic medical diseases that are, in the opinion of the investigator, likely to affect central nervous system functioning. 19. The participant has a previous history of cancer that had been in remission for less than 5 years prior to the first dose of investigational drug. This criterion does not include those participants with basal cell or stage I squamous cell carcinoma of the skin. 20. The participant has a clinically significant unstable illness, for example, hepatic impairment or renal insufficiency, or cardiovascular, pulmonary, gastrointestinal, endocrine, neurological, rheumatologic, immunologic, infectious, skin and subcutaneous tissue disorders, or metabolic disturbance. Note: For the purposes of this protocol, the following conditions are considered unstable due to the potential impact on assessment of MDD response and/or cognitive status: pain disorders, chronic fatigue syndrome, fibromyalgia, obstructive sleep apnea, and known cases of HIV, HBV, and HCV 21. The participant has a known history of or currently has increased intraocular pressure or is at risk of acute narrow-angle glaucoma. 22. The participant is required to take excluded medications or it is anticipated that the participant will require treatment with at least 1 of the disallowed concomitant medications during the study evaluation period as specified in the Excluded Medications Section. 23. The participant has received any investigational compound \<30 days before Screening or 5 half-lives prior to Screening. 24. The participant has clinically significant abnormal vital signs as determined by the investigator. 25. The subject has thyroid stimulating hormone (TSH) outside the normal range at the Screening Visit. Note: If TSH value is outside the normal range, a free T4 will be obtained. Subjects who have elevated TSH but normal T4 (i.e. subclinical hypothyroidism) will be excluded. For subjects who are on thyroid hormone replacement therapy, a lower TSH with normal T4, are eligible to participate in the study only if there are no clinical symptoms of hypothyroidism . 26. The participant has 1 or more laboratory value outside the normal range, based on the blood or urine samples taken at the Screening Visit, that are considered by the investigator to be clinically significant; or the participant has any of the following values at the Screening Visit: 1. A serum creatinine value \>1.5 times the upper limits of normal (×ULN). 2. A total serum total bilirubin value \>1.5×ULN. 3. A serum alanine aminotransferase (ALT) or aspartate aminotransferase (AST) value \>2×ULN. 27. The participant has an abnormal electrocardiogram (ECG) as determined by the central reader and confirmed as clinically significant by the investigator. 28. The participant has a disease or takes medication that, in the opinion of the investigator, could interfere with the assessments of safety, tolerability, or efficacy. 29. The participant, in the opinion of the investigator, is unlikely to comply with the clinical study protocol or is unsuitable for any reason. 30. The participant has been previously exposed to LuAA21004 compound. 31. The participant has a history of lack of response to previous adequate treatment with duloxetine.