Preheat your oven to 350°F (175°C) and lightly grease a loaf pan.
Cut the orange into chunks (peel and all), discard any seeds, and blend until smooth.
In a bowl, cream the butter and sugar together until light and fluffy.
Add the eggs one at a time, mixing well after each. Stir in vanilla.
Mix in the blended orange puree.
In a separate bowl, whisk together the flour, baking powder, baking soda, and salt.
Add the dry ingredients to the wet mixture in parts, alternating with the milk. Don’t overmix.
Pour the batter into the prepared pan and smooth the top.
Bake for 40–45 minutes, or until a toothpick comes out clean.
Cool in the pan for 10 minutes, then turn out onto a wire rack to cool completely.