At the end of Thunderball, when escaping the boat, Bond gives Felix a life ring and then pushes him off the boat. Bond and Domino then jump off the boat, before it hits some rocks and explodes.
A helicopter then drops a self-inflating lifeboat into the water, which Bond and Domino climb into, before being pulled away by a plane.
Why did they just leave Felix? Is it just because James Bond films always end up with him and the Bond girl together, and it would be weird if Felix was there with them?