fetch_feed not working from same domain

We wish to retrieve RSS feed using (fetch_feed function) from another of our website to our wordpress site (with similar domain). However we seem to not be able to make it work but it works for any other website that is not our own.

We suspect that perhaps that it does not work if it runs on the same domain. So we decide to have a “proxy” to see if it works and decided to use google feedburner to read our rss and then use the feedburner url instead of our own website.

And guess what? It did work.

So, our question is that if there is a better solution than this workaround for us to retrieve the rss from our other website that resides in the same domain?

Thank you very much in advance.