Quantum coherent feedback has been proven to be an efficient way to tune the dynamics of quantum optical systems and, recently, those of solid-state quantum circuits. Here, inspired by the recent progress of quantum feedback experiments, especially those in mesoscopic circuits, we prove that superconducting circuit QED systems, shunted with a coherent feedback loop, can change the dynamics of a superconducting transmission line resonator, i.e., a linear quantum cavity, and lead to strong on-chip nonlinear optical phenomena. We find that bistability can occur under the semiclassical approximation, and photon anti-bunching can be shown in the quantum regime. Our study presents new perspectives for engineering nonlinear quantum dynamics on a chip.