Prepare cake mix as directed on package. Add dry pudding mix and pumpkin, mix well. Spoon into 24 paper lined muffin tins.
For filling, beat cream cheese with mixer until creamy. Blend in sugar and egg. Put 1 tablespoon of cream cheese mixture into each muffin tin on top of batter.
Bake 18-20 minutes or until toothpick comes out clean.