The Jarzynski equality is generalized to situations in which nonequilibrium systems are subject to a feedback control. The new terms that arise as a consequence of the feedback describe the mutual information content obtained by measurement and the efficacy of the feedback control. Our results lead to a generalized fluctuation-dissipation theorem that reflects the readout information, and they can be experimentally tested using small thermodynamic systems. We illustrate our general results by introducing an “information ratchet”, which can transport a Brownian particle in one direction and extract positive work from the particle.