FeedMe Import XML feed with HTML
Probably need a little more information (as in, an example of your feed), but if you're trying to import HTML content in an XML-based feed, you'll want to wrap that with CDATA, so its escaped properly.

&lt;html&gt;&lt;![CDATA[&lt;p&gt;This is &lt;b&gt;bold&lt;/b&gt;&lt;/p&gt;]]&gt;&lt;/html&gt;