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Preheat the oven to 325 degrees. Spray a 13-by 9-inch baking dish with cooking spray and set aside.
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Combine the cake mix, water, vegetable oil, eggs, orange zest, and jello in a large mixing bowl. Beat with an electric mixer on medium speed until smooth, stopping to scrape down the sides of the bowl as necessary.
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Pour half of the cake batter into the prepared baking dish. Pour the cream cheese filling over the cake batter, distributing it as evenly as possible. Pour the remaining cake batter over the filling.
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Bake for 58 to 68 minutes, until a cake tester inserted into the center of the cake comes out clean. Remove from the oven and cool on a wire rack before frosting.