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We use nine different galaxy formation scenarios in ten cosmological simulation boxes from the EAGLE (Evolution and Assembly of GaLaxies and their Environments) suite of Lambda cold dark matter hydrodynamical simulations to assess the impact of feedback mechanisms in galaxy formation and compare these to observed strong gravitational lenses. To compare observations with simulations, we create strong lenses with M * > 1011 M⊙ with the appropriate resolution and noise level, and model them with an elliptical power-law mass model to constrain their total mass density slope. We also obtain the mass–size relation of the simulated lens-galaxy sample. We find significant variation in the total mass density slope at the Einstein radius and in the projected stellar mass–size relation, mainly due to different implementations of stellar and active galactic nucleus (AGN) feedback. We find that for lens-selected galaxies, models with either too weak or too strong stellar and/or AGN feedback fail to explain the distribution of observed mass density slopes, with the counter-intuitive trend that increasing the feedback steepens the mass density slope around the Einstein radius (≈3–10 kpc). Models in which stellar feedback becomes inefficient at high gas densities, or weaker AGN feedback with a higher duty cycle, produce strong lenses with total mass density slopes close to isothermal [i.e. −dlog (ρ)/dlog (r) ≈ 2.0] and slope distributions statistically agreeing with observed strong-lens galaxies in Sloan Lens ACS Survey and BOSS (Baryon Oscillation Spectroscopic Survey) Emission-Line Lens Survey. Agreement is only slightly worse with the more heterogeneous Strong Lensing Legacy Survey lens-galaxy sample. Observations of strong-lens-selected galaxies thus appear to favour models with relatively weak feedback in massive galaxies. [ABSTRACT FROM AUTHOR]