Though Marvel fans have been counting down the days until Avengers: Endgame arrives in theaters so that they can finally find out which of their favorite characters survived Thanos's deadly snap, Marvel Studios president Kevin Feige issued a word of warning to those who believe that immortality is in the DNA of every MCU superhero. In short: No one is safe.
"In future stories, well, none of the Marvel characters are immortal. Even ones that seem immortal, some people might be very hard to kill, but nobody’s unkillable. So if we’re lucky enough to see future adventures with Captain Marvel, of course there will be limitations and there will be Achilles heels and there will be things that we learn and see that it’s not as easy as a slicing through whatever she wants to at any point. But this wasn’t the time to accentuate that."
Since Avengers: Endgame will be the final film in the current MCU phase, many fans believe that since the phase is ending, all of its characters will be saying goodbye as well. But we do know that Captain Marvel will spearhead the next MCU phase, so it's probably safe to say that she's safe ... for now anyway.