The list of characters set to appear in Avengers: Infinity War seems to grow week by week and after talk of Nebula possibly making an appearance alongside the Guardians of the Galaxy, it has now been confirmed by Karen Gillan herself. The adopted daughter of Thanos, she's set to become part of the heroic team in this May's Vol. 2, but specific details on what we should expect aren't currently clear.

Regardless of how she factors into the Marvel Cinematic Universe moving forward, it was in a new interview with the BBC that Gillan had this to say about what's next for Nebula. "So look out for those," she said in regards to Guardians of the Galaxy Vol. 2 and Jumanji before adding, "And then I’ll be making a little appearance in the next Avengers movies." So, we can expect to see her in both!

That may very well confirm that Thanos will be the big bad of both Avengers: Infinity War and Avengers 4,
Source: COMIC BOOK MOVIES