Pour plain vodka and vanilla vodka in a jar with a lid. Add 6 candy canes, broken up so the liquid covers them. Allow to sit in a cool, dark location for 3-4 days, shaking periodically to mix any sediment into liquid.
When ready to use, strain through 2 layers of cheesecloth to trap any sediment. Seal in a jar, store in a cool, dark location until using.