Add the following code in your theme’s functions.php file or site-specific WordPress plugin also known as WordPress custom functions plugin.

It is highly recommended to create a child theme and add custom codes in the child theme’s functions.php file, so you will never lose your changes when you update your theme.

    function disable_category_tag_feed () {
    return;
    }
    add_filter('category_feed_link', 'disable_category_tag_feed');

Source: lostsaloon

Related Tutorials:

• VIdeo: How to create site-specific custom functions plugin in WordPress
• Video: How to create WordPress child Theme