Also in the movie are Djimon Hounsou as Korath and Lee Pace as Ronan the Accuser, with both previously appearing in Guardians of the Galaxy.
Larson's role was first teased in a post-credits scene of Avengers: Infinity War, when Fury was seen messaging Captain Marvel for help.
A teaser trailer for Captain Marvel was first released back in September, however it was targeted by trolls who slammed Larson for not smiling more in the clip.
But Larson hit back at the critics writing on Instagram: "Breaking news: You can be you. That means you can smile or not. You can be strong in the ways you want to be. You can own who you are. If anyone tells you different don't trust them."
Captain Marvel will hit cinemas in March next year, while Larson will also appear in the next Avengers instalment which is scheduled for release in May.