Preheat oven to 350 degrees F. Lightly grease a 13 by 9-inch baking pan.
In a large bowl, combine the cake mix, 1 egg, and 8 tablespoons (1 stick) melted butter, and stir until well blended.
Pat mixture into prepared pan and set aside.
In a stand mixer, or with a hand mixer, beat the cream cheese until smooth.
Add the remaining 2 eggs, and the cocoa powder.
Lower the speed of the mixer, and add the powdered sugar.
Continue beating until ingredients are well mixed.
Slowly add the remaining 8 tablespoons (1 stick) of melted butter, and the vanilla, continuing to beat the mixture until smooth.
Stir in nuts with a rubber spatula.
Spread filling over cake mixture in pan.
Bake for 40 to 50 minutes. Be careful not to overcook the cake; the center should still be a little gooey when finished baking.
Let cake partially cool on a wire rack before cutting into pieces.
