Preheat oven to 350 degrees F (175 degrees C). Lightly grease baking sheets.
Cream butter and sugar together until light. Beat in the vanilla. Mix in the flour, pecans and cocoa powder.
Form dough into 1 inch balls and place onto the prepared baking sheets. Bake in the preheated oven for 20 to 25 minutes. Cool, then roll each cookie in confectioners' sugar.