Download images from RSS feed

I have search around but can’t find how to do this. My blog posts come in via an RSS feed from scoop.it. The image shows up in the post, but the image isn’t downloaded into WordPress, therefore I can’t automatically make it the Featured Image.

In a perfect world, the feed would come in, create the post, and the embedded image would become the featured image. I have found a plugin that will take the first image in a post and make it the featured image, but it won’t do it with an embedded image.

Any advice would be appreciated.

Thanks.