This makes lots of sense to me, I just wonder if we can have a test somehow.

Might I suggest a test:

  @Test
  public void failsOnInterruptedException() {
    Default retryer = new Retryer.Default();

    Thread.currentThread().interrupt();
    RetryableException expected = new RetryableException(null, null, new Date(System.currentTimeMillis() + 5000));
    try {
      retryer.continueOrPropagate(expected);
      Thread.interrupted(); // reset interrupted flag in case it wasn't
      Assert.fail("Retryer continued despite interruption");
    } catch (RetryableException e) {
      Assert.assertTrue("Interrupted status not reset", Thread.interrupted());
      Assert.assertEquals("Retry attempt not registered as expected", 2, retryer.attempt);
      Assert.assertEquals("Unexpected exception found", expected, e);
    }
  }

new Date(5000) could be replaced with null.
Btw is it safe to interrupt current thread? Thread.currentThread().interrupt(); code will set flag back to interrupted and as a consequence all tests run after this one will have interrupted flag set to true.

What do you think about running retryer in other thread?

  @Test
  public void defaultRetryerShouldPropagateFeignExceptionWhenThreadGetsInterrupted() {
    Retryer retryer = new Retryer.Default();
    Thread thread = new Thread(() -> assertThatThrowsException(RetryableException.class, () -> retryer.continueOrPropagate(new RetryableException(null, null))));
    thread.start();
    thread.interrupt();
  }

You're right. Since the Retryer code resets the interrupted flag, you need to check it immediately afterward again. My code missed that part.

Just add (in the catch block):

Assert.assertTrue(Thread.interrupted());

[EDIT: I updated the code block with some additional assertions and an interrupted flag reset]

PS - I think that if you run it in another thread, you need to check that thread for assertion states. It's probably easier to just do it in the current thread and just Assert.assertTrue(Thread.interrupted())

The test should fail if you revert your src/main changes (and only this test should fail) and it should pass once the changes are re-applied.

Ok, I added test suggested by you.