Chicago trailed 4-1 before Willson Contreras' RBI single in the sixth Carlos Torres, and Russell's run-scoring single cut the deficit to one run in the eighth.
Trying for his first four-out save this year, Feliz (0-2) struck out Javier Baez to strand a runner on third. But Jon Jay walked with one out in the ninth, took third on a single by pinch-hitter Miguel Montero and scored on Kris Bryant's single.
Anthony Rizzo ground out, and Russell hit his second home run this season, a drive into the left-field bleachers.
Wade Davis (2-0) worked around a walk in the ninth to win in relief of Kyle Hendricks, who tied his career-high with four walks in five innings. Travis Shaw and Jett Bandy homered off Hendricks, who finished third in the NL Cy Young Award voting last year.
