Note that $X$ is a metric space and $f:(X,\rho)\rightarrow (X,\sigma)$.
Disproving: Suppose $(x_n)$ is a Cauchy sequence, $f$ is continuous and $(f(x_n))$ is not a Cauchy sequence, then $\exists\epsilon'>0$ such that $\forall M\in\Bbb{N}$, there exists $i,j\geq M$ where $\sigma(f(x_i),f(x_j))>\epsilon'$. Also, knowing that $f$ is continuous, then we know that $\exists\delta'>0$ such that if $\rho(x_i,y)<\delta'$, such that $y\in X$, then $\sigma(f(x_i),f(y))<\epsilon'$. However, $y$ is not necessarily a term of the Cauchy sequence $(x_n)$. Hence, it does not necessarily mean that $(f(x_n))$ is also a Cauchy sequence.
Now, I just noticed after typing that this may get tagged as duplicate since the same question has been asked here: If $X = \{x_n:n \in \mathbb N\}$ is a cauchy sequence in a metric space $S$ and $f : S \rightarrow T$ is continuous , is $f(x_n)$ a cauchy sequence?, but would my argument be valid in general? Thank you!