Phase One, Two and Three of the Marvel Cinematic Universe have been branded "The Infinity Saga".
That includes Endgame itself, as well as every Marvel film since 2008's Iron Man.
"We wanted to bring to a conclusion a series of movies in a way that had never been done before," Feige told Empire magazine.
"Harry Potter had an ending because there were only so many books. Lord of the Rings, too. But we thought, 22 movies in, wouldn't it be fun to bring some finality to the storyline?"
Endgame can only add so much finality to the series, considering sequels to Spider-Man, Black Panther, Doctor Strange and Guardians of the Galaxy are all coming. What label those films will come under remains unclear.
Avengers: Endgame reaches cinemas 26 April.