According to Cinema Blend on March 17, Marvel Studios president Kevin Feige discussed the idea of a female lead comic book movie. During a press junket, Feige was questioned as to whether or not consideration has been given in developing a "Black Widow" film. He had quickly gone from a rather chatty and engaging tone to strictly business in his response.
"Frankly if we do a Black Widow movie after Age of Ultron, when she’s been central in three or four movies I don’t think we’d get the quote unquote credit for it. People would say ‘She’s already a big giant superhero!’ But if we had a great idea, we’d do it... I like the idea if we’re going to do a [female lead] do a new one. Do a wholly new character, do an origin story... We've talked a lot about [Captain Marvel]. I think that would be very cool".
If one is familiar with Feige's reference to Captain Marvel, also known as Ms. Marvel, he seems to shoot down the rumor of her being in "Avengers: Age of Ultron". Though historical data in the comic books seems to warrant enough of a qualifying role for this person to have her own solo film.
On the other hand, Black Widow is seen in the film at ease eating schwarma with her new friends after brawling her way to success with her team mates, whereas in the comic books she's a double, triple, or even quadruple agent that seemingly cannot be trusted.