Use-proxy-with-SimplePie

$feed = new SimplePie();

// Set your proxy
$feed->set_curl_options(
    array(
      CURLOPT_PROXY => "proxy-url-here",
      CURLOPT_PROXYUSERPWD => 'proxy-username-password'
    )
);
// Set which feed to process.
$feed->set_feed_url($feedUrl);

// Run SimplePie.
$feed->init();

// This makes sure that the content is sent to the browser as text/html and the UTF-8 character set (since we didn't change it).
$feed->handle_content_type();

$feed->get_items();