Inclusion Criteria

          -  Have a diagnosis of HR+, HER2- breast cancer

          -  Have locally advanced disease not amenable to curative treatment by surgery or
             metastatic disease. In addition, participants must fulfill 1 of the following
             criteria:

               -  relapsed with radiologic evidence of progression while receiving neoadjuvant or
                  adjuvant endocrine therapy, with no subsequent endocrine therapy received
                  following progression

               -  relapsed with radiologic evidence of progression within 1 year from completion of
                  adjuvant endocrine therapy, with no subsequent endocrine therapy received
                  following progression

               -  relapsed with radiologic evidence of progression more than 1 year from completion
                  of adjuvant endocrine therapy and then subsequently relapsed with radiologic
                  evidence of progression after receiving treatment with either an antiestrogen or
                  an aromatase inhibitor as first-line endocrine therapy for metastatic disease.
                  Participants may not have received more than 1 line of endocrine therapy or any
                  prior chemotherapy for metastatic disease

               -  presented de novo with metastatic disease and then relapsed with radiologic
                  evidence of progression after receiving treatment with either an antiestrogen or
                  an aromatase inhibitor as first line endocrine therapy for metastatic disease.
                  Participants may not have received more than 1 line of endocrine therapy or any
                  prior chemotherapy for metastatic disease

               -  for the endocrine naïve cohort: Must not have received prior endocrine therapy in
                  current or prior disease setting

          -  Have postmenopausal status due to either surgical/natural menopause or ovarian
             suppression (initiated at least 28 days prior to Day 1 of Cycle 1) with a
             gonadotropin-releasing hormone (GnRH) agonist such as goserelin

          -  Have a negative serum pregnancy test at baseline (within 14 days prior to
             randomization) and agree to use medically approved precautions to prevent pregnancy
             during the study and for 12 weeks following the last dose of abemaciclib if
             postmenopausal status is due to ovarian suppression with a GnRH agonist

          -  Have either measurable disease or nonmeasurable bone only disease

          -  Have a performance status ≤1 on the ECOG scale

          -  Have discontinued previous therapies for cancer (including specifically, aromatase
             inhibitors, anti-estrogens, chemotherapy, radiotherapy, and immunotherapy) for at
             least 21 days for myelosuppressive agents or 14 days for nonmyelosuppressive agents
             prior to receiving study drug, and recovered from the acute effects of therapy (until
             the toxicity resolves to either baseline or at least Grade 1) except for residual
             alopecia or peripheral neuropathy

        Exclusion Criteria

          -  Are currently receiving an investigational drug in a clinical trial or participating
             in any other type of medical research judged not to be scientifically or medically
             compatible with this study

          -  Have visceral crisis, lymphangitic spread, or leptomeningeal carcinomatosis visceral
             crisis is not the mere presence of visceral metastases but implies severe organ
             dysfunction as assessed by symptoms and signs, laboratory studies, and rapid
             progression of the disease

          -  Have clinical evidence or history of central nervous system metastasis

          -  Have received prior treatment with chemotherapy (except for neoadjuvant/ adjuvant
             chemotherapy), fulvestrant, everolimus, or any CDK4/6 inhibitor. For the endocrine
             naïve cohort: In addition, have received treatment with any prior endocrine therapy

          -  Have received treatment with a drug that has not received regulatory approval for any
             indication within 14 or 21 days prior to randomization of study drug for a
             nonmyelosuppressive or myelosuppressive agent, respectively

          -  Have received recent (within 28 days prior to randomization) yellow fever vaccination

          -  Have had major surgery within 14 days prior to randomization of study drug to allow
             for post-operative healing of the surgical wound and site(s)

          -  Have a personal history within the last 12 months of any of the following conditions:
             syncope of cardiovascular etiology, ventricular tachycardia, ventricular fibrillation,
             or sudden cardiac arrest

          -  Have inflammatory breast cancer or a history of any other cancer (except nonmelanoma
             skin cancer or carcinoma in-situ of the cervix), unless in complete remission with no
             therapy for a minimum of 3 years

          -  Have received an autologous or allogeneic stem-cell transplant

          -  Have active bacterial or fungal infection, or detectable viral infection

          -  Have initiated bisphosphonates or approved Receptor activator of nuclear factor
             kappa-B (RANK) ligand targeted agents <7 days prior to randomization