Learn how to optimize Photoshop for maximum speed, troubleshoot common issues, and keep your projects organized so that you can work faster than ever before!
Another way would be to make your selection (without feathering) go into quick mask mode (hit the letter Q on the keyboard) marquee the two sides you want feathered (draw a selection with the marquee tool, hen shift-draw the other side to add) then go to gaussian blur and blur to taste, exit quick mask (hit Q again) and you’re good to go. This will give you a way to actually see the feathering before you turn it back into a selection.
Make the selection in the normal way, feathered all around. Then holding down the option key, use the marquee selection tool to subtract from the feathered selection on the sides not wanting feathering. Do this for each of the two sides.