Study of Sugemalimab (or Placebo) Plus PGemOx Regimen in Participants With Extranodal NK/T-Cell Lymphoma

Inclusion Criteria: * Has ENKTL histologically confirmed by the study center. Nasal and non-nasal ENKTL are both allowed. * Has relapsed or refractory ENKTL after prior asparaginase-based chemotherapy or chemoradiotherapy. * Has Eastern Cooperative Oncology Group (ECOG) performance status score of 0-2. * Has at least one measurable lesion per Lugano 2014 classification. * Is willing to provide stained tumor tissue sections and corresponding pathological reports or unstained tumor tissue sections (or tissue block) for central pathology review. * Has adequate organ function. * Has life expectancy of greater than 3 months. Exclusion Criteria: * Has aggressive natural killer-cell leukemia, current central nervous system (CNS) involvement or is concomitant with hemophagocytic lymphohistiocytosis. * Has known additional malignancy within 5 years prior to randomization. * Has an active autoimmune disease or has had an autoimmune disease that may relapse. * Has had a major surgical procedure within 28 days or radiotherapy within 90 days before the first dose of study treatment. * Has active tuberculosis infection. * Has a known history of human immunodeficiency virus (HIV) infection and/or acquired immune deficiency syndrome (AIDS). * Has a known active Hepatitis B or C virus infection. * Has received systemic anti-cancer therapy within 28 days before the first dose of study treatment, including chemotherapy, immunotherapy, biological therapy (e.g. cancer vaccine, cytokine therapy or growth factors to treat cancer). * Has used traditional Chinese medicines or herbal preparations with anti-tumor indications within 7 days before the first dose of study treatment. * Has received systemic corticosteroid or any other immunosuppressive therapy within 14 days before the first dose of study treatment. * Has received any treatment of antibody or drug that targets at T-cell coregulatory pathways or immune checkpoint pathways. * Has toxicity from prior anti-cancer treatment, except for alopecia and fatigue, that has not recovered to baseline or ≤ Grade 1 according to Common Terminology Criteria for Adverse Events (CTCAE) v5.0 before the first dose of study treatment. * Has had allogenic hematopoietic stem cell transplantation (HSCT) within 5 years or autologous HSCT within 90 days before the first dose of study treatment. * Has a known severe hypersensitivity to sugemalimab, its active substance and/or any of its excipients, or to other monoclonal antibodies. * Female participants who are pregnant or breastfeeding. * Is currently participating in or has participated in a trial of an investigational agent within 28 days before to the first dose of study treatment.