Preheat the Oven: Preheat your oven to 350°F (175°C) and line an 8x8-inch baking pan with parchment paper.
Make the Red Velvet Brownie Batter: In a mixing bowl, whisk together melted butter and sugar until smooth. Add eggs, vanilla extract, and red food coloring, stirring until well combined. Sift in cocoa powder, flour, and salt, folding gently until no streaks remain. Spread most of the batter into the prepared pan, reserving a few tablespoons for the swirl.
Prepare the Cheesecake Layer: In a separate bowl, beat cream cheese, sugar, egg, and vanilla extract until smooth and creamy.
Assemble the Brownies: Pour the cheesecake mixture over the brownie batter, spreading evenly. Dollop the reserved red velvet batter on top and use a toothpick or knife to swirl it into the cheesecake layer.
Bake to Perfection: Bake for 25-30 minutes, or until the center is just set. Let cool completely before slicing into squares.