See help dlmwrite: This function is though to export matrices, but not cell strings. You can use fprintf instead fpr the header:
outfile = '/path/to/file/output.txt';
header={'feat1','feat2','feat3','feat4','feat5'};
data = magic(5);
fid = fopen(outfile, 'w');
if fid == -1; error('Cannot open file: %s', outfile); end
fprintf(fid, '%s\t', header{:});
fprintf(fid, '\n');
fclose(fid);
dlmwrite(outfile,data,'delimiter','\t','-append');
BTW. you can use fprintf directly for the data also instead of dlmwrite:
Fmt = [repmat('%g\t', size(data, 2)), '\n'];
fprintf(fid, Fmt, transpose(data));
fclose(fid);
This is faster than closing the file and re-opening it for appending through dlmwrite.