Preheat the oven to 350°. Line a cookie sheet with parchment paper and set aside.
Using an electric mixer, combine the cake mix and eggs. The texture of the mixture will be similar to wet sand.
Add the melted butter to the cake mix mixture. Combine until smooth. Stir in caramel baking chips and chopped pecans. The cookie dough will be very thick and slightly sticky.
Allow the cookie dough to rest for a couple of minutes, this will make scooping and rolling easier. Scoop the cookie dough and then roll each ball to smooth the edges before arranging them on the parchment paper-lined cookie sheet.
Bake at 350° for 8-10 minutes, pulling them out when the cookies are puffy and the tops are no longer glossy. Let cool for 3-4 minutes on the cookie sheet, then transfer them to a cooling rack.