Names like Jessica Chastain, Bryce Dallas Howard, Katheryn Winnick and Charlize Theron were also in Marvel's list, reported Ace Showbiz.
The "Mission: Impossible Rogue Nation" star was previously in talks for the female lead in "Gambit (2016)" before she finally decided to play Anna in "The Girl on the Train (2017)" with Emily Blunt.
"Captain Marvel" will revolve around the US Air Force pilot Danvers whose DNA was fused with an alien after an accident.
Kevin Feige will produce with the project penned by Nicole Perlman and Meg LeFauve.