Preheat oven to 350 degrees. Prepare a 13 x 9 baking dish.
Using an electric mixer, mix together cake mix, oil, water and eggs. Mix until well blended. Add in vanilla and mix until combined. Add cream cheese and mix until blended. Add in pie filling and mix long enough to make sure it is well incorporated into the batter. Pour batter into prepared dish.
Bake for 30 to 45 minutes (depending on your pan) or until toothpick comes out clean when inserted in center of cake. Remove from oven and let cool down. Cut into squares.