Preheat your oven to 350°F (175°C). Grease a 9x13-inch baking dish with nonstick cooking spray or butter.
Spread the chopped pecans evenly across the bottom of the prepared baking dish.
In a large mixing bowl, combine the cake mix, water, vegetable oil, and eggs. Beat until everything is well combined and the batter is smooth. Pour the batter evenly over the pecans.
In a separate bowl, beat the softened cream cheese and butter until creamy. Add the vanilla extract and powdered sugar, mixing until smooth and fluffy.
Drop spoonfuls of the cream cheese mixture over the cake batter. Add small spoonfuls of cranberry sauce between them. Gently swirl both mixtures into the top of the batter without mixing too deeply.
Bake for 45–50 minutes, or until the cake is set and a toothpick inserted into a cakey portion comes out without wet batter.
Remove the cake from the oven and let it cool in the pan for at least 30 minutes before slicing and serving.