In a stand mixer on low speed, mix cake mix, cream cheese, oil and eggs until well combined. Stir in white chocolate chips.
Using a cookie scoop, form a ball from about 2 tablespoons of dough and press a caramel inside, wrapping the dough around it. The dough is pretty sticky so have a towel nearby.
Place caramel stuffed cookie dough balls on a parchment lined cookie sheet.
Bake in a 350 degree oven for about 11-13 minutes, or until cookies begin to brown slightly on top.
Allow to cool on the cookie sheet for a few minutes so the caramel can start to set, then transfer to a cooling rack. Allow to cool completely before eating.
Can be stored in an airtight container for up to one week, or in the refrigerator for a little longer. If refrigerated, place cookies on a microwave safe plate and zap them for 5-7 seconds to soften the caramel.