Feeney, who was named player-assistant manager at Salisbury earlier this year, joined Cardiff in 2007 and went out on loan to Swansea that year after no goals in 20 appearances.
The former Northern Ireland international scored five goals in seven starts when on loan at Cardiff, before heading back to the Swans.
And Feeney told Sky Sports News about his time at both clubs and the intense rivalry between the two.
"I just opened up the biggest can of worms ever," he said. "Cardiff signed Jimmy Hasselbaink and Robbie Fowler, and I thought to myself, I'm not going to play here."
On his loan move to Swansea, Feeney said: "In the warm up, I was getting abuse from fans telling me to go back to Cardiff in a nasty way. But then I scored a few goals and loved my time there."
And on his return to the Bluebirds, he added; "My first game back for Cardiff, the whole stadium booed me!
"I'm a Rangers fan, I've been to a lot of Rangers/Celtic games, I've played against both, but the rivalry between Swansea and Cardiff is frightening."
And on Sunday's game at the Cardiff City Stadium, he added: "I'm going to sit on the fence and go for a draw!"
Cardiff v Swansea is live on Sky Sports 1 HD on Sunday from 3.30pm.