In a large bowl, beat cream cheese and butter until light and fluffy. Beat in egg and vanilla. Add cake mix and mix well. Cover and refrigerate for about 2 hours.
Roll rounded tablespoonfuls of dough into balls. Place 2 in. apart on ungreased baking sheets. Bake at 350 for 9-11 minutes or until tops are cracked. Cool for 2 minutes before removing from pans to wire racks.