Preheat oven to 350 degrees.
Mix together the cake mix, egg, and butter until well combined. Pat the mixture into the bottom of a lightly greased 9x13 baking pan.
Filling: Beat the cream cheese and Nutella until creamy.
Stir in the eggs, vanilla, and butter. Slowly add the powdered sugar until incorporated. Spread the Nutella mixture over the pressed cake batter.
Bake for 40 to 50 minutes. The center should still be a little gooey, so don't over bake!