Make the syrup. In a small saucepot, whisk the pumpkin, sugar, brown sugar, pumpkin pie spice, and water until combined. Bring to a simmer over medium heat and warm for 5-10 minutes until the granules dissolve and the sauce thickens. For a thicker syrup, leave on the burner longer. Remove from heat and whisk in the vanilla. Let cool.
In a shaker, combine the vodka, espresso, Kahlua, and pumpkin syrup. Fill with ice and shake vigorously until cold. Strain into a couple glass - the top will be nice and foamy! Garnish with a star anise and serve immediately.