Preheat your oven to 350°F (175°C). Grease a 9x13-inch baking dish or line it with parchment paper.
In a mixing bowl, combine the chocolate cake mix, melted butter, and egg. Mix until a thick dough forms. Press the dough evenly into the bottom of the prepared pan to form the crust.
In another large bowl, beat the softened cream cheese until smooth. Add the eggs and vanilla extract and mix until fully combined.
Add the cocoa powder and powdered sugar gradually, mixing slowly to avoid a cloud of sugar. Pour in the melted butter and beat until smooth and creamy.
Fold in the chopped pecans.
Pour the filling over the cake crust and spread it evenly.
Bake for 40–45 minutes. The edges should be set, but the center should still look slightly jiggly—that's what makes it gooey.
Remove from the oven and cool completely in the pan before slicing into squares.