Add the coffee to the vodka and leave in a sealed jar for 10-15 days.
After 10-15 days, boil the sugar and water (and vanilla, if using) for about 10 minutes, mixing until you have a syrup. Leave the syrup to cool and then mix with the vodka and coffee mixture. Leave to stand for another 7 days.
Drain the mixture (to remove coffee grounds) and store in a pretty bottle. The liqueur is ready.