Grease and line an 8×8-inch baking pan with parchment paper.
In a large bowl, combine the brownie mix, water, melted butter, and 2 eggs. Whisk until smooth and set aside.
1 (14.6-ounce) box chocolate brownie mix, ¼ cup water, ¼ cup butter, 3 eggs
In a separate bowl, whisk together the cream cheese, 1 egg, and milk until smooth. Add the banana pudding mix and whisk until thick and creamy.
6 ounces cream cheese, ⅓ cup milk, 1 (3.4-ounce) box instant banana pudding mix
Pour half of the brownie batter into the prepared pan that fits in your air fryer and spread evenly. Drop spoonfuls of the banana pudding mixture on top and gently swirl with a skewer or toothpick.
Add the remaining brownie batter over the top, then finish with dollops of the remaining banana mixture. Swirl again for a marbled effect.
Bake in the air fryer at 350°F (180°C) for about 15 minutes or until a toothpick inserted near the center comes out mostly clean.
Allow the brownies to cool completely before slicing. Enjoy!