Boil water in a large bowl. Add orange jello mix and stir. Place in refrigerator for about 30 minutes until it cools.
Remove bowl and add milk and instant vanilla pudding mix and whisk all ingredients together until smooth. Return bowl to refrigerator for about 15 - 30 minutes to let set up slightly.
Remove bowl and fold in mandarin oranges, cool whip and marshmallows. Return to refrigerator for at least another hour or until ready to serve. Enjoy!