Stellar feedback is an indispensable component in galaxy evolution, which regulates star formation, drive galactic winds, and shape the galaxy structures. With the "Feedback in Realistic Environment" (FIRE) simulations, I demonstrate the importance of stellar feedback with a few examples: 1. how stellar feedback modifies the underlying dark matter halo structures, 2. how stellar feedback produces diffuse dwarf galaxies, e.g. ultra diffuse galaxies. In the second part of my talk, I will focus on an important kind of stellar feedback — cosmic ray (CR) feedback, which we have recently implemented in the code GIZMO and coupled to the FIRE stellar feedback model. I will demonstrate its strong effects on galaxies, e.g. star formation, galactic wind, and circum-galactic medium, but the effects highly depend on the CR propagation model. I will then show how to constrain those models by comparing our simulations with the observed gamma ray emission. Finally, I will discuss the ongoing research and future directions on CR feedback.