The 30-year-old actor, who essayed the character of Nebula in Marvel's "Guardians of the Galaxy", will reprise her role for the "Avengers: Infinity War".
"I mean, this is so vague but genuinely this is going to be more than a movie, it's going to be like a cinematic event.
"Anyone who is a Marvel fan and knows stuff from 10 years ago will see it become relevant in this. It's like everything that you've known about Marvel is building to this movie," Gillan said, according to The Hollywood Reporter.
The superheroes will battle it out against Thanos, who hopes to possess all of the universe's Infinity Stones in order to become all-powerful.
Director duo Anthony and Joe Russo, who helmed "Captain America: The Winter Soldier" and "Captain America: Civil War", are directing "Infinity War" as well as the fourth untitled "Avengers" film, which are being filmed back-to-back.