Natalie Portman played Jane Foster in the first two Thor movies, but she didn’t return for Thor: Ragnarok, and so far there’s no indication that she’ll ever return to the MCU.
Of course, if the MCU were to introduce a female Thor, it would likely have to be someone different than who it is in the comics: Jane Foster.
Jane has been a member of the Thor mythos since the beginning, primarily due to being the nurse who assisted Dr. Donald Blake, Thor’s old human guise.
Unless Marvel is willing to recast Jane, the studio need to look elsewhere for a lady Thor, be it someone already established in this world or a brand new player.