Preheat the oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large bowl, cream together the softened butter, brown sugar, and granulated sugar until light and fluffy.
Add the eggs one at a time, mixing well after each addition, then stir in the vanilla extract.
In a separate bowl, whisk together the flour, baking soda, salt, and cinnamon.
Gradually add the dry mixture to the wet ingredients until just combined.
Gently fold in the rolled oats, diced apples, and chopped caramel squares until evenly distributed.
Drop tablespoon-sized amounts of dough onto the prepared baking sheet, spacing them about 2 inches apart.
Bake in the preheated oven for 10–12 minutes, or until the edges are golden brown.
Allow the cookies to cool on the baking sheet for 5 minutes before transferring them to a wire rack.