Inclusion Criteria

* Treatment-naïve, classic Hodgkin lymphoma (cHL) participants

* Participants enrolling in Part A of the study must have Ann Arbor Stage III or IV disease
* Participants enrolling in Part B of the study must have Ann Arbor Stage I or II cH: with bulky mediastinal disease, or Stage III or IV
* Participants enrolling in Part C of the study must have Ann Arbor Stage I or II cHL without bulky disease
* Histologically confirmed cHL according to the current World Health Organization (WHO) Classification
* Bidimensional measurable disease as documented by PET/CT or CT imaging
* Age 12 years or older in the United States. For regions outside of the US, participants must 18 years or older.
* Eastern Cooperative Oncology Group (ECOG) performance status of 0, 1, or 2

Exclusion Criteria

* Nodular lymphocyte predominant HL
* History of another malignancy within 3 years of the first dose of study drug or any evidence of residual disease from a previously diagnosed malignancy. Exceptions are malignancies with a negligible risk or metastasis or death. Participants with nonmelanoma skin cancer, localized prostate cancer, or carcinoma in situ of any type are not excluded if they have undergone complete resection
* Prior immunosuppressive chemotherapy, therapeutic radiation, or any immunotherapy within 4 weeks of the first study drug dose
* Prior treatment with an anti-PD-1, anti-PD-L1, anti-PD-L2, or anti-CTLA-4 antibody, or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways
* Active cerebral/meningeal disease related to the underlying malignancy
* Any active Grade 3 or higher viral, bacterial, or fungal infection within two weeks of the first dose of study drug (Grade 3 defined by the National Cancer Institute's Common Terminology Criteria for Adverse Events, NCI CTCAE Version 4.03)
* Current therapy with other systemic anti-neoplastic or investigational agents
* Planned consolidative radiotherapy (Parts B and C only)
* Active interstitial lung disease that is symptomatic or may interfere with the detection or management of suspected drug-related pulmonary toxicity (Parts B and C only)
* Grade 3 or higher pulmonary disease unrelated to underlying malignancy
* Documented history of idiopathic interstitial pneumonia or diffusing capacity of the lung for carbon monoxide \<50% predicted
* History of a cerebral vascular event within 6 months of first dose of study drug
* Child-Pugh B or C hepatic impairment
* Grade 2 or higher peripheral sensory or motor neuropathy
* Participants with acute or chronic graft-versus-host-disease (GvHD) or receiving immunosuppressive therapy as treatment or as prophylaxis against GvHD
* Previous treatment with brentuximab vedotin
* Participants who are pregnant or breastfeeding
* Other serious condition that would impair the participant's ability to receive or tolerate the planned treatment and follow-up