I read a story in a sci-fi short story collection (about 35 years ago) in which the POV character is fleeing invading aliens with his child in his arms (I think the wife is dead). He knows he's about to be caught and killed by these rapacious, violent aliens who just want to destroy. Finally, the alien emerges from the trees and the story describes how the hero looks - feline, with a tail. The hero confronts the killer - man! It was a cool story that blew my 8th grade mind. BTW, its not Frenzy.
Perhaps "The Hunters" by Walt Sheldon, first published in Startling Stories, March 1952, available at the Internet Archive. You may have read it in the anthology Fifty Short Science Fiction Tales edited by Isaac Asimov and Groff Conklin. It doesn't match all the details you provided: husband and wife are about to be killed but both still alive as the story ends; no child is mentioned; the viewpoint characters are not described as "feline with a tail". Here is the end of the story:
He stumbled, and she fell with him. They lay there, at the roots of a white-barked tree, in each other's arms, and they looked into each other's eyes and knew they couldn't go on.
They heard the shouting voices.
She said, "I don't feel anything. Funny. I'm not angry or afraid or anything."
They clung to each other suddenly. He ran his lips along her cheeks and hair and he wiped the tears from her cheek with his own and he murmured things without really hearing them.
"I'm glad we're together," said Jeni.
They heard the breaking of the underbrush.
Abruptly, he stood. He faced the approaching sounds and made fists at his sides. His eyes were wild. "Damn you! Damn you! Damn You!" he cried.
"It's their way," said Jeni. "They're hunters. It's their way."
There was no anger in her voice.
A creature emerged from the white-barked trees. He stood there and stared at Lon, and stared at Jeni upon the ground. He seemed a little frightened himself. He lifted his weapon.
Lon stared back, taking in every strange detail. It was his first close look at one of these invaders from the planet called Earth, which was third from the Sun and had one Moon.
He waited for the noise of the weapon, wondering if he would hear it.