The Marvel Studios president revealed that the evil Thanos, who made an appearance at the end of The Avengers, will not be seen in the follow-up to 2011's Thor.
"But there will be a major new villain. A major, major new antagonist," Feige told Empire.
He went on to say that he was astounded by the record-breaking opening weekend of The Avengers.
"I was just hoping it would beat the opening weekend of Iron Man 2, which was the biggest opening weekend for any Marvel Studios movie," Feige added. "We did 80 or 90 million above that.
"As the numbers started coming in on Friday night, Saturday night, Sunday night, they just kept getting bigger and bigger, into areas I would never in a million years have believed."
The Avengers opened to receipts of $200.3 million (£127.8 million) in the US.
Watch a trailer for Thor below:
Gallery - Marvel's 'Avengers' - from comic books to the big screen: