You can use the following sample code in the functions.php to show featured image in the excerpt feed
//Function to add featured image in RSS feeds
function featured_image_in_rss($content){
global $post;
if (has_post_thumbnail($post->ID)){
$content = '<div class="featured_image_post_rss">' . get_the_post_thumbnail($post->ID, 'medium', array('style' => 'margin:10px; text-align: center;')) . '</div>' . $content;
}
return $content;
}
//Add the filter for RSS feeds Excerpt
add_filter('the_excerpt_rss', 'featured_image_in_rss');
Also if you want to add featured image to the content feed, just add the following filter in addition with the above code.
//Add the filter for RSS feed content
add_filter('the_content_feed', 'featured_image_in_rss');