We would only use the first of the two sentences that you have written above. The second sentence would need to read: "He had the feeling that he had been deceived." The difference, if there is one, is one of time............. we would be more likely to use the first sentence to describe something that happened some time ago, and we may use the second sentence for something more recent.... in particular for a situation where the man had the feeling that he had been deceived, but was not yet sure of his facts.

Hi Danyel, There isn't much of a difference, but the first one ("he felt...") is stronger than the second one ("he had a feeling..."). When we say "felt," we're certain about the feeling, whereas when we say we "have a feeling," we're only certain that the feeling is bothering us. I hope my answer helps. Please let me know if you still have questions.