This is a "short answer to simple questions" type question, but the answer is no. Unless something else has been uncovered more recently, then the first intentional feedback on record is considered to be played on the 1954 instrumental "Space Guitar" by Johnny "Guitar" Watson. The feedback is near the end of the song and lasts about a second or two.

However, there isn't any known guitar feedback between that song and when the Beatles recorded "I Feel Fine" ten years later. The song was relatively obscure, and there doesn't seem to be any indication that the Beatles were aware of the earlier song when they recorded "I Feel Fine". They seem to have come up with the idea independently.

Sources:

Love Me Do To Love Me Don't by Spencer Leigh

The Rolling Stone Jazz and Blues Album Guide