Preheat oven to 350°F and grease a Bundt pan. Beat together cake mix, pudding mix, eggs, oil, milk, and vanilla in a bowl. In a separate bowl, mix sugar, nuts, and cinnamon.
Layer the batter and cinnamon mixture in the Bundt pan, finishing with cinnamon on top. Bake for 40-60 minutes until a toothpick comes out clean. Allow to cool slightly before serving.