Remove a certain post type from appearing in all RSS feeds

Paste this in your functions.phpof the active Theme or leave it in a custom plugin. Replace your-cpt string.

/**
 * Filter the feed, exclude specific custom post type 
 *
 * @param WP_Query object $query
 * @return void 
 */ 
function wpse_191804_pre_get_posts( $query ) 
{
  // only for feeds
  if( !$query->is_feed || !$query->is_main_query() )
    return query;
  
  $exclude = 'your-cpt';
  $post_types = $query->get('post_type');
  
  if (($key = array_search($exclude, $post_types)) !== false)
    unset($post_types[$key]);
  
    $query->set( 'post_type', $post_types );
    
    return $query;
}
add_action( 'pre_get_posts', 'wpse_191804_pre_get_posts' );

Only actual posts appear by default in the RSS feeds. If you have other types of posts in them it is an indication that you have a plugin which is responsible for doing that and you will need to consult its author to learn how to disable the inclusion of the specific post type.