In a large bowl, combine the cake mix, egg and milk. Add bananas; beat on medium speed for 2 minutes. Stir in pecans.
Pour into two greased 8-in. x 4-in. loaf pans. Bake at 350° for 40-45 minutes or until a toothpick inserted near the center comes out clean. Cool for 10 minutes before removing from pans to wire racks to cool completely.