By absorbing the merits of both the model- and data-driven methods, deep physics-engaged learning scheme achieves high-accuracy and interpretable image reconstruction. It has attracted growing attention and become the mainstream for inverse imaging tasks. Focusing on the image compressed sensing (CS) problem, we find the intrinsic defect of this emerging paradigm, widely implemented by deep algorithm-unrolled networks, in which more plain iterations involving real physics will bring enormous computation cost and long inference time, hindering their practical application. A novel deep $\textbf{P}$hysics-guided un$\textbf{R}$olled recovery $\textbf{L}$earning ($\textbf{PRL}$) framework is proposed by generalizing the traditional iterative recovery model from image domain (ID) to the high-dimensional feature domain (FD). A compact multiscale unrolling architecture is then developed to enhance the network capacity and keep real-time inference speeds. Taking two different perspectives of optimization and range-nullspace decomposition, instead of building an algorithm-specific unrolled network, we provide two implementations: $\textbf{PRL-PGD}$ and $\textbf{PRL-RND}$. Experiments exhibit the significant performance and efficiency leading of PRL networks over other state-of-the-art methods with a large potential for further improvement and real application to other inverse imaging problems or optimization models.