It was part of an up-and-down day for Feeley, who was on fire in the first quarter when he threw three touchdown passes but finished with five interceptions.
The Dolphins as a team finished with seven turnovers, the other two coming when Wes Welker fumbled on a punt return and later when Leonard Henry couldn't get a handle on a handoff from Feeley in the second half.
The game began with Terrence McGee returning the opening kickoff 104 yards to give Buffalo a quick 7-0 lead.
But the offense didn't do anything else until the fourth quarter.
By then, the Bills had taken a 35-24 lead thanks mostly to the passing of Drew Bledsoe.
Bledsoe threw four touchdown passes, including a 69-yard bomb to Lee Evans, who took advantage of a mental mistake by free safety Arturo Freeman.
The Dolphins closed the gap to 35-32 on Travis Minor's 2-yard after a successful instant replay challenge overturned a Buffalo interception.
The Dolphins got a final chance after getting the ball back at their own 2-yard line with 3:06 left and got a first down on a 19-yard completion from Feeley to Derrius Thompson before the interception return for a touchdown, the seventh against the Dolphins this season.
For good measure, the next Dolphins drive ended with an interception.