Use this code snippet on functions.php file of a theme to add the featured image as a thumbnail to a WordPress RSS feed.

add-featured-image-to-wordpress-feed.php

function aa_rss_post_thumbnail( $content ) {
	$post_id = $post->ID;
	global $post;
	if( has_post_thumbnail( $post_id ) ) {
		$content = '<p class="rss-feed-thumbnail">' . get_the_post_thumbnail( $post_id ) .
		'</p>' . $content;
	}
	return $content;
}
add_filter('the_excerpt_rss', 'aa_rss_post_thumbnail');
add_filter('the_content_feed', 'aa_rss_post_thumbnail');