Laser cooling is a fundamental technique used in primary atomic frequency standards, quantum computers, quantum condensed matter physics and tests of fundamental physics, among other areas. It has been known since the early 1990s that laser cooling can, in principle, be improved by using squeezed light as an electromagnetic reservoir; while quantum feedback control using a squeezed light probe is also predicted to allow improved cooling. Here we show the implementation of quantum feedback control of a micro-mechanical oscillator using squeezed probe light. This allows quantum-enhanced feedback cooling with a measurement rate greater than it is possible with classical light, and a consequent reduction in the final oscillator temperature. Our results have significance for future applications in areas ranging from quantum information networks, to quantum-enhanced force and displacement measurements and fundamental tests of macroscopic quantum mechanics.