A scheme is proposed to enhance quantum correlation, including entanglement and steering, for two magnon modes in a cavity‐magnon hybrid system through coherent quantum feedback. The hybrid system consists of a microwave cavity and two YIG spheres, which incorporates a nonlinear flux‐driven Josephson parametric amplifier in order for the generation of two photons within the cavity simultaneously. A quantum coherent feedback loop is used for the reduction of effective dissipation. By modulating feedback parameters, optimal bipartite and tripartite entanglement, as well as quantum steering are derived. Importantly, compared with the same setup without coherent feedback, the proposed scheme significantly improves quantum correlation. Furthermore, by optimizing the feedback reflectivity and the ratio of cavity‐magnon coupling strength, the enhancement of asymmetric steering can be controlled. Notably, incorporating the feedback loop effectively increase its robustness against thermal noise, thus the scheme offer better prospect for experimental development. This study paves the way for advancements in quantum information processing and quantum entanglement within cavity‐magnonics.