Preheat the oven to 350 degrees F. Spray a 13 by 9 by 2-inch baking pan with vegetable oil cooking spray.
In the bowl of an electric mixer at medium speed, combine the cake mix, egg, and butter and mix well. Pat evenly into the bottom of the prepared baking pan and set aside.
In a bowl, mix together the cream cheese, eggs, vanilla extract, confectioners' sugar and butter. Beat on medium speed until smooth. Fold in the toffee bits with a spatula.
Pour the filling over the cake mixture and spread it evenly. Bake until the center is just a little bit gooey, about 40 to 50 minutes. Remove from the oven and allow to cool completely. Cut into pieces and serve.