Preheat oven to 350°F (175°C) and prepare brownie batter according to box directions.
Pour brownie batter into a greased 9x9-inch baking pan.
In a medium bowl, beat cream cheese, sugar, egg, and vanilla until smooth.
Drop spoonfuls of cream cheese mixture over brownie batter and swirl with a knife for a marbled effect.
Bake for 35–40 minutes, or until a toothpick inserted in the center comes out mostly clean.
Cool completely before slicing into squares.