Chetan Satasiya

This plugin will add the restriction to publish post without featured image.

CS Require featured image to publish posts

This plugin will add the restriction to publish post without featured image.

Denis Yanchevskiy

Allows you to make post, page, custom post elements required: title, content, featured image.
After installing the plugin, you need to go to the Settings -> DCO Post Validator to specify the required elements.

DCO Post Validator

Allows you to make post, page, custom post elements required: title, content, featured image.

CS Require featured image to publish posts vs DCO Post Validator