Although the Marvel Studios head didn't mention any of these movies by name, we should mention that Catwoman and Elektra came out in 2004 and 2005, respectively.
But Captain Marvel, starring Brie Larson and co-written and -directed by Anna Boden, is coming in 2019, and Marvel Studios head Kevin Feige promised more female-led superheroes movies will be "announced in the near future".
Feige also noted that Captain Marvel is strong enough to move planets, which potentially makes her the most powerful hero in the MCU. Feige spoke with the site about Captain Marvel and said that the company has more films set to be announced soon.
"She can't help but be herself", Larson told EW of her character, adding: "She can be aggressive, and she can have a temper, and she can be a little invasive and in your face".
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"This is not a superhero who's ideal or otherworldly or has some godlike connection", says Boden, who's the MCU's first female director.
Set in the 1990s, "Captain Marvel" is an all-new adventure from a previously unseen period in the history of the Marvel Cinematic Universe. She's amusing, but doesn't always tell good jokes. "This is not a superhero who's ideal or otherworldly or has some godlike connection", she told EW; Larson's quotes also emphasize that Captain Marvel "can be a little invasive and in your face".
Keen-eyed observers will also recognise Djimon Hounsou among the Starfleet crew as Korath and Lee Pace as Ronan the Accuser - both have previously appeared in Guardians of the Galaxy.
You can find the full Captain Marvel feature over at EW, who will be releasing more exclusive content as the week goes on. In the after-credits scene of "Avengers: Infinity War", Fury sends an alert to Captain Marvel before disappearing from the Thanos snap.