A pronounced local in-gap zero-energy bound state (ZBS) has been observed by recent scanning tunneling microscopy (STM) experiments on the interstitial Fe impurity (IFI) and its nearest-neighboring (nn) sites in $mathrm{FeTe_{0.5}Se_{0.5}}$ superconducting (SC) compound. By introducing a new impurity mechanism, the so-called tunneling impurity, and based on the Bogoliubove-de Gennes (BDG) equations we investigated the low-lying energy states of the IFI and the underlying Fe-plane. We found the peak of ZBS does not shift or split in a magnetic field as long as the tunneling parameter between IFI and the Fe-plane is sufficiently small and the Fe-plane is deep in the SC state. Our results are in good agreement with the experiments. We also predicted that modulation of spin density wave (SDW), or charge density wave (CDW) will suppress the intensity of the ZBS.
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