The executive told Collider that Avengers foe Loki will return for the superhero sequel, alongside a "big villain".
"Filming on Thor 2 begins in three months in London and it picks up where the first film left off in terms of Jane and Odin. Thor 2 also addresses what's been happening in the nine realms with the Asgardians unable to use the Bifrost," he said.
"Loki has a part in Thor 2, but there will be a different, big villain. The crux of Thor 2 is continuing the dynamic between Thor and Jane, as well as the relationship between Thor and Odin."
Feige did not offer any hints about the new villain's identity, but Enchantress and The Executioner have been linked with the series in the past.
Game of Thrones director Alan Taylor will helm Thor 2 for Marvel. Chris Hemsworth, Natalie Portman and Tom Hiddleston will reprise their leading roles from the previous film, as will supporting cast members Idris Elba and Jaimie Alexander.
Thor 2 is slated for release on November 15, 2013.
> 'Thor' sequel will visit other worlds, says Marvel president
Watch a trailer for Thor below: