Preheat your oven to 350°F (175°C). Grease a donut pan with non-stick cooking spray.
In a large mixing bowl, combine the cake mix, canned pumpkin puree, milk, eggs, pumpkin pie spice, and vanilla extract. Mix well until all the ingredients are fully combined and the batter is smooth.
Spoon the batter into a piping bag or a large zip-top bag with the corner snipped off.
Carefully pipe or spoon the batter into the greased donut pan, evenly distributing it among the molds.
Place the donut pan in the preheated oven and bake for approximately 12-14 minutes, or until a toothpick inserted into the donuts comes out clean.
Once baked, remove the donut pan from the oven and let the donuts cool in the pan for a few minutes. Then transfer them to a wire rack to cool completely.
Brush a little bit of melted butter onto the donuts and then cover in the cinnamon sugar.