We employ the quantum jump trajectory approach to construct a systematic framework to study the thermodynamics at the trajectory level in a nonequilibrium open quantum system under discrete feedback control. Within this framework, we derive quantum versions of the generalized Jarzynski equalities, which are demonstrated in an isolated pseudospin system and a coherently driven twolevel open quantum system. Due to quantum coherence and measurement backaction, a fundamental distinction from the classical generalized Jarzynski equalities emerges in the quantum versions, which is characterized by a large negative information gain reflecting genuinely quantum rare events. A possible experimental scheme to test our findings in superconducting qubits is discussed.