At 400 F, heat the oven. Cut chestnut shell in the X shape.
Place chestnuts on the pan in a single layer and roast them for 20 minutes; stir them accordingly.
For 5 minutes, cool the chestnuts and remove the shells from the chestnut when it cools completely.
Add roasted and peeled chestnuts, sugar and water to boil in a medium saucepan. Boil for almost half an hour until water evaporates.
After the boiling process, add vanilla to it and strain the chestnuts and save boiling water.
In a blender, blend the chestnuts until it becomes smooth. While it is blending, add water that you saved during the boiling process to the blender to make the mixture smooth.
Cool the mixture and place it in the refrigerator.