Inclusion Criteria:

          -  Has histologically- or cytologically-confirmed adenocarcinoma of the prostate without
             small cell histology

          -  Has prostate cancer progression while on androgen deprivation therapy (or post
             bilateral orchiectomy) within 6 months prior to randomization

          -  Has current evidence of metastatic disease documented by either bone lesions on bone
             scan and/or soft tissue disease by computed tomography/magnetic resonance imaging
             (CT/MRI)

          -  Has met one of the following criteria with regard to abiraterone acetate exposure: (1)
             is abiraterone-naïve; (2) received prior abiraterone acetate for the treatment of
             mHSPC or mCRPC, for a minimum of 4 weeks and not progressed while on treatment; or (3)
             received prior abiraterone acetate for the treatment of mHSPC or mCRPC and progressed
             on treatment after a minimum of 8 weeks treatment (minimum 14 weeks for those with
             bone progression)

          -  Has ongoing androgen deprivation with serum testosterone <50 ng/dL (<2.0 nM)

          -  Participants receiving bone resorptive therapy (including, but not limited to,
             bisphosphonate or denosumab) must have been on stable doses prior to randomization

          -  Participants must agree to the following during the study treatment period and for ≥90
             days after the last dose of enzalutamide: Refrain from donating sperm PLUS Use
             contraception unless confirmed to be azoospermic (vasectomized or secondary to medical
             cause)

          -  Participants must agree to use male condom when engaging in any activity that allows
             for passage of ejaculate to another person of any sex

          -  Has provided newly obtained core or excisional biopsy (obtained within 12 months of
             screening) from soft tissue not previously irradiated (samples from tumors progressing
             in a prior site of radiation are allowed). Participants with bone only or bone
             predominant disease may provide a bone biopsy sample

          -  Has an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 assessed
             within 7 days of randomization.

        Exclusion Criteria:

          -  Has a known additional malignancy that is progressing or has required active treatment
             in the last 3 years

          -  Has an active autoimmune disease that has required systemic treatment in past 2 years

          -  Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy

          -  Has undergone major surgery including local prostate intervention (excluding prostate
             biopsy) within 28 days prior to randomization and not recovered adequately from the
             toxicities and/or complications

          -  Has a gastrointestinal disorder affecting absorption or is unable to swallow
             tablets/capsules

          -  Has an active infection (including tuberculosis) requiring systemic therapy

          -  Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis

          -  Has known active human immunodeficiency virus (HIV), concurrent active hepatitis B
             virus (HBV) or known active hepatitis C virus (HCV) infection

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis

          -  Has hypersensitivity to pembrolizumab and/or enzalutamide and/or any of their
             excipients

          -  Has a history of seizure or any condition that may predispose to seizure

          -  Has a history of loss of consciousness within 12 months of screening

          -  Has hypotension (systolic blood pressure <86 millimeters of mercury [mmHg]) or
             uncontrolled hypertension (systolic blood pressure >170 mmHg or diastolic blood
             pressure >105 mmHg) at the screening visit

          -  Has bradycardia (heart rate of <50 beats per minute) on the screening
             electrocardiogram (ECG)

          -  Has history of prostate cancer progression on ketoconazole

          -  Has had prior treatment with enzalutamide, apalutamide, darolutamide or cytochrome
             P450 (CYP) 17 inhibitor other than abiraterone acetate

          -  Has received prior therapy with an anti-programmed cell death-1 (anti-PD-1),
             anti-programmed cell death-ligand 1 (anti-PD-L1), or anti PD-L2 agent or with an agent
             directed to another stimulatory or coinhibitory T-cell receptor

          -  Has received prior treatment with radium or other therapeutic radiopharmaceuticals for
             prostate cancer

          -  Has received prior treatment with docetaxel or another chemotherapy agent for mCRPC

          -  Has had a prior anti-cancer monoclonal antibody (mAb) prior to randomization

          -  Has used herbal products that may have hormonal anti-prostate cancer activity and/or
             are known to decrease PSA levels (eg, saw palmetto) prior to randomization

          -  Has received a live vaccine within 30 days prior to randomization

          -  Is currently participating in or has participated in a study of an investigational
             agent or has used an investigational device within 4 weeks prior to the first dose of
             study treatment

          -  Has a "superscan" bone scan

          -  Is expecting to conceive or father children within the projected duration of the
             study, starting with the screening visit through 90 days after the last dose of
             enzalutamide

          -  Has had an allogenic tissue/solid organ transplant