Preheat oven to 350°F (175°C) and line baking sheets with parchment paper.
In a large bowl, cream together butter, granulated sugar, and brown sugar until light and fluffy. Beat in eggs and vanilla extract.
In a separate bowl, whisk together flour, baking soda, and salt. Gradually mix dry ingredients into the wet mixture until combined.
In a small bowl, beat together cream cheese, sugar, and vanilla extract until smooth.
Scoop about 1 tablespoon of cookie dough and flatten slightly. Place 1 teaspoon of cheesecake filling in the center, then fold cookie dough around it to fully encase the filling.
Place stuffed cookies on prepared baking sheets, spacing about 2 inches apart. Bake 12–15 minutes or until edges are lightly golden.
Let cookies cool on baking sheet for 5 minutes, then transfer to a wire rack.
Drizzle caramel sauce over cooled cookies before serving.
