If you have troubles since the update to WordPress 4.5 please read this post before opening a new thread.
Your standard site RSS should already do this for you, you can select which categories are not shown using a query string e.g.
would remove the category with the ID of 123. You can add additional categories to remove separating them with a comma e.g.
The topic ‘Include Mulitple Categoreis (Not All) in my RSS Feed – Newscast’ is closed to new replies.