In this paper, we analyze the advanced Feynman’s mechanism from the well-known Feynman’s Lectures on Physics, under the maximum power output, maximum efficient power, and maximum power density criterion. Considering this mechanism like a thermal engine, and using a simplified model, the physical existence regions for these objective functions are shown. We also show their comparison for given values of a defined dimensionless parameter. The behavior for each case of both the general and the normalized forms of the objective functions is compared graphically and the existence of certain intervals of values for the variable parameter used, in which the relation of these objective functions change, is determined. Additionally, it is shown that as the numerical value of the mentioned variable parameter used approaches zero, the area of the region of physical existence of the objective functions is greater. The results of the mentioned comparison are discussed, and appropriate conclusions are included.