Preheat oven to 350 degrees F (325 if using a dark pan). Grease with cooking spray.
Mix together the cake mix, water, eggs, and oil together with a hand electric mixer for 2 minutes. Fold in the apple pie filling and then spread evenly into the pan. Bake for 28-30 minutes or until toothpick comes out clean.
Let cake cool for 10 minutes and then poke the top of the cake with the end of a wooden spoon or a straw, poking just halfway through (about an inch).
Pour 1 cup of the caramel sauce over the top of the cake and cool completely and chill in the fridge.
Spread Cool Whip over the top and sprinkle with peanuts. Slice and serve topped with more caramel sauce. Store in fridge.