Preheat the oven to 400 degrees F (200 degrees C).
Season chicken breasts and thighs with salt and pepper.
Melt butter in a large skillet over medium-high heat. Cook chicken in the hot butter until golden brown, 5 to 10 minutes. Transfer to a baking dish. Add feta cheese, olives, and garlic.
Mix heavy cream and pesto together in a bowl. Pour over the chicken mixture.
Bake in the preheated oven, uncovered, until top is golden brown, 20 to 30 minutes.