Can PHP be used inside an XML file?

I am trying to generate a RSS feed from a mysql database I already have. Can I use PHP in the XML file that is to be sent to the user so that it generates the content upon request? Or should I use cron on the PHP file and generate an xml file? Or should I add the execution of the php file that generates the xml upon submitting the content that is to be used in the RSS? What do you think is the best practice?