Preheat the oven to 350 degrees and line an 8x8 baking pan with parchment paper.
Melt the butter in a mixing bowl. Stir in the granulated sugar and cocoa powder until smooth.
Add the eggs one at a time, mixing well after each addition. Stir in the flour, vanilla extract, and 1 teaspoon of the orange zest until just combined.
In a separate bowl, beat the cream cheese with the powdered sugar, orange juice, and remaining teaspoon of orange zest until creamy.
Pour the brownie batter into the prepared pan. Drop spoonfuls of the cream cheese mixture on top and swirl gently with a knife.
Bake for 25 to 30 minutes until the edges are set. Cool completely in the pan before cutting.