Inclusion Criteria:
* Have documented initial diagnosis of multiple myeloma according to International Myeloma Working Group (IMWG) diagnostic criteria
* Have measurable disease at screening as defined by at least 1 of the following: a. Serum monoclonal protein (M-protein) level greater than or equal to (\>=) 1.0 gram per deciliter (g/dL); or b. Urine M-protein level \>= 200 milligrams (mg)/24 hours; or c. Light chain multiple myeloma: Serum immunoglobulin (Ig) free light chain (FLC) \>=10 milligrams per deciliter (mg/dL) and abnormal serum Ig kappa lambda FLC ratio
* Have an Eastern Cooperative Oncology Group (ECOG) performance status score of 0 or 1 at screening and immediately before the start of study treatment administration
* A woman of childbearing potential must have a negative highly sensitive serum beta human chorionic gonadotropin (beta-hCG) pregnancy test at screening and a negative urine or serum pregnancy test within 24 hours before the start of study treatment administration
* Be willing and able to adhere to the lifestyle restrictions specified in the protocol, including adherence to the applicable immunomodulatory drug (IMiD) global Pregnancy Prevention Plan (PPP) or local PPP/Risk Evaluation and Mitigation Strategy (REMS) program
Exclusion Criteria:
* Live, attenuated vaccine within 4 weeks before the first dose of study treatment
* Received a cumulative dose of corticosteroids equivalent to \>=140 mg of prednisone within the 14-day period before the start of study treatment administration
* Active central nervous system (CNS) involvement or exhibition of clinical signs of meningeal involvement of multiple myeloma. If either is suspected, brain magnetic resonance imaging (MRI) and lumbar cytology are required
* Known to be seropositive for human immunodeficiency virus
* History of stroke or seizure within 6 months prior to the first dose of study treatment
