The purpose of the study is to examine whether an investigational medication called ketamine along with psychotherapy is an effective treatment for depression in participants with a history of opioid addiction who have not abused opioids in at least 3 months. Participants will receive ketamine through intramuscular injection along with psychotherapy weekly for 8 weeks. Participation for eligible subjects who decide to enroll (including post-medication follow-up visits) will last about 16 weeks or 4 months.