The 2 Broke Girls actress starred as Darcy Lewis in the 2011 Marvel superhero film, but said that she could not discuss whether she would be returning for the Alan Taylor-directed follow-up.
When asked if she has a part in Thor 2 or a future Marvel movie, Dennings told GoldDerby: "I do know the answer to that, [but] I do not have the clearance to talk... interpret that as you will."
She added: "I've asked when I can say things, but apparently I can't yet."
The 26-year-old revealed last year that she had not yet been asked back for the comic book sequel, but admitted that she would love to return to the franchise.
Marvel Studios president Kevin Feige recently teased that Thor 2 will involve "a major, major new antagonist".
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Watch Kat Dennings discuss Thor 2 with GoldDerby below (from 13:45):