In a medium bowl, whisk together the flour, cocoa powder, baking soda, and salt.
In a large bowl, cream together the softened butter and sugar until light and fluffy.
In a medium bowl, beat the softened cream cheese until smooth and creamy. Add the powdered sugar and vanilla extract and continue to beat until the mixture is well combined and there are no lumps.
Wrap the dough in plastic wrap and chill in the refrigerator for at least 30 minutes.
Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
Take the chilled dough out of the refrigerator and scoop out tablespoon-sized portions. Roll each portion into a ball and place it on the prepared baking sheet, leaving about 2 inches between each cookie.
Using your thumb or the back of a small spoon, gently press an indentation into the center of each dough ball.
Spoon or pipe the cream cheese filling into the thumbprint indentations.
Place the baking sheet in the preheated oven and bake for 10-12 minutes, or until the edges of the cookies are set and the bottoms are lightly golden brown.
Remove the baking sheet from the oven and let the cookies cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.
