Of course they do. As Reality is what you experience in your own Awareness, and Awareness IS Reality, feelings are included too. We are fascinated but what we “experience” out there as the only reality but in fact, even the experience of the “out there” is an experience, no?
The point is to choose the feelings, if possible, live them and notice how they come and go. Because Reality is made up of “things” which come and go. But what is constant, always there, is our own Awareness.
And You Are That!