Zest one large orange first and set the zest aside.

Cut and juice the orange to yield 1/4 cup of fresh orange juice.

Rinse the cranberries and set aside 1/2 cup of whole cranberries for texture to add later.

In a medium saucepan over medium heat, combine the remaining cranberries, water, orange juice, and brown sugar.

Stir occasionally as the mixture heats and comes to a simmer.

Once simmering, reduce the heat to low-medium and continue to cook while stirring occasionally for about 15 minutes until the cranberries burst and the mixture thickens.

Remove the saucepan from heat and stir in the reserved 1/2 cup of whole cranberries, orange zest, and vanilla extract.

The sauce will thicken further as it cools. Serve the sauce warm or at room temperature.