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Preheat oven to 350 F degrees.
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Prepare the brownie mix according to package directions (water, oil, eggs). Pour into a greased 13x9-inch baking pan.
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Beat the cream cheese with an electric mixer on medium speed until smooth.
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Add the sugar and mix. Add the vanilla and egg; mix until well-blended.
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Place the cheese mixture in spoon fulls over the whole pan, leaving some brownie showing in between.
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Cut or swirl through the batter several times with a knife or fork for a marbled effect. It can be tricky to get a good marble effect so be careful not to over work it.
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Bake for 35 to 40 minutes. Cool; cut into squares.