'Black Widow' is a crime drama centred around two women, played by Debra Winger and Theresa Russell.
Marshall, who has directed 'The Descent' and 'Centurion', also said he loved Scarlett Johansson's characters in 'Captain America' and 'Avengers' films, said The Hollywood Reporter.
"I think I'd like to do a big movie with a strong female lead, whether or not she would be a superhero. I would love to do a Black Widow movie," he said.
"Scarlett Johansson's characters in the two films are really interesting, she doesn't have any superpowers, she just has extraordinary skills, and the world that she comes from, being this ex-KGB assassin, I find that really fascinating, yeah," he added.