Kenneth Branagh directed this year's "Thor," which grossed more than $448 million worldwide.
Jenkins's take on it is scheduled for a Nov. 15, 2013 release.
Marvel's Kevin Feige will produce.
Jenkins is an interesting choice. The director's 2003 drama "Monster," which she also wrote, yielded the Academy Award for Best Actress for star Charlize Theron.
Of course, the movie, about serial killer Aileen Wournos, had a budget of $8 million. The first "Thor" picture had a budget about 19 times larger -- $150 million.
Jenkins was nominated for an Emmy for directing the pilot of AMC's "The Killing," and has directed "Entourage" and "Arrested Development."
More recently, she directed "Pearl," one of five vignettes that make up Lifetime's original film "Five."
Jenkins is represented by CAA, Anonymous Content, and Alan Wertheimer.