In this work, we extend the Vandermonde with Arnoldi method recently advocated by P. D. Brubeck, Y. Nakatsukasa and L. N. Trefethen [SIAM Review, 63 (2021) 405-415] to dealing with the confluent Vandermonde matrix. To apply the Arnoldi process, it is critical to find a Krylov subspace which generates the column space of the confluent Vandermonde matrix. A theorem is established for such Krylov subspaces for any order derivatives. This enables us to compute the derivatives of high degree polynomials to high precision. It also makes many applications involving derivatives possible, as illustrated by numerical examples.The preprint can be found at http://arxiv.org/abs/2207.01852.