Information transmission in discrete time linear time-invariant (LTI) feedback tracking systems was investigated by using measures of directed information and mutual information. It was proved that, for a pair of extraneous input and internal variable, directed information (rate) is always equal to mutual information (rate); for a pair of internal variables, the former is smaller than the latter. Furthermore, the feedback changes the information transmission between internal variables, while it has no influence on information transmission from extraneous variable to internal variable. Consideration on system design was discussed.