The executive told Entertainment Weekly that Don Payne's script for the follow-up focuses on the character's relationship with his father Odin, and takes place across various realms of the Marvel Universe.
Feige revealed that the story will "take Thor literally to other worlds," and "primarily be the journey of that character, of he and Jane Foster and how the new dynamic with his father is working out, as well as what are the broader stakes for The Nine Worlds."
Monster director Patty Jenkins was confirmed to be in the running for the Thor 2 director's chair earlier this week. Game of Thrones director Brian Kirk is also said to be a contender.
Thor - which stars Chris Hemsworth, Natalie Portman, Tom Hiddleston and Anthony Hopkins - has grossed $447 million (£288m) worldwide since arriving in cinemas in May.
The sequel is scheduled for release on July 26, 2013.
Watch a trailer for Thor below: