Well... Let's just define some things.
A "feeling" isn't a thought - so while it might be conversationally acceptable to say "I feel that the Earth is flat", you're actually saying, "I think the Earth is flat". In that sense, a feeling can be wrong... but we wouldn't really be talking about feelings, and that wouldn't really be in the spirit of your question.
So if we're actually talking about feelings - desire, sadness... We can't be talking about facts in the sense of 'true' or 'false'. So we must be talking about some sort of morality... right? Would you agree? In which case... then I think feelings can be wrong.
If you feel hatred for minority groups, and feel violent and exited at the thought of bashing a member of that group whenever you see them, that feeling can be described as "wrong". Not factually, but racism can be imbued in feelings, and if you think racism is wrong, then you must think at least some type of feelings are wrong.