WP-Mix

By default, WordPress does not display your post’s featured images in feeds. Fortunately it’s easy to do.

Just add the following snippet to your theme’s functions.php file:

function rss_post_thumbnail($content) {
	global $post;
	if(has_post_thumbnail($post->ID)) {
		$content = get_the_post_thumbnail($post->ID) . $content;
	}
	return $content;
}
add_filter('the_excerpt_rss', 'rss_post_thumbnail');
add_filter('the_content_feed', 'rss_post_thumbnail');

Note that you may need to empty your browser cache to load a fresh copy of your feed.