Preheat your air fryer to 320°F (160°C).
In a mixing bowl, combine the brownie mix, eggs, vegetable oil, and water. Stir until well combined.
Grease an oven-safe baking pan that fits inside your air fryer basket with cooking spray.
Pour half of the brownie batter into the greased pan and spread it evenly.
Drizzle half of the caramel sauce over the brownie batter.
Pour the remaining brownie batter over the caramel layer and smooth the top.
Drizzle the remaining caramel sauce over the top of the brownie batter.
Use a toothpick or knife to swirl the caramel into the brownie batter for a marbled effect.
Place the baking pan in the preheated air fryer basket.
Air fry the brownies at 320°F (160°C) for 20-25 minutes or until a toothpick inserted into the center comes out with moist crumbs.
Once done, remove the brownies from the air fryer and let them cool in the pan for a few minutes before transferring to a wire rack to cool completely.
Slice into squares and enjoy!