Preheat your oven to 350°F (180°C). Grease and line a 7-inch (18 cm) cake pan with parchment paper.
Wash the orange well, remove the top and bottom ends (where the zest is thick), and cut into chunks—leave the peel on.
Add the chopped orange, sugar, oil, milk, eggs, and vanilla to your blender.
Blend until smooth and creamy.
Sift in the flour and baking powder, then pulse just until combined. Do not overblend.
Pour the batter into your prepared pan.
Bake for about 45 minutes, or until a toothpick inserted in the center comes out clean.
Let cool in the pan for 10 minutes. Dust with icing sugar, slice, and serve!