The ensemble movie, starring a long list of Marvel favourites, is due for release next spring on a sea of hype.
In a new interview, Feige has promised moments that will be “funny and moving”.
Speaking to Collider, he said: “I don’t know if anything surprises me necessarily, but it is overwhelming.
“I guess what has surprised me is how emotional it all is. Every day, every dailies, every time an actor that has never interacted with a character comes in contact with a character they’ve never interacted with, it’s amazing.”
He added: “There is something very special about those movies that is happening everyday on set.
“It’s not just the crew that feels it, or me that feels it, it’s all the cast who are all mega-stars in their own right, yet feel privileged to be doing what they’re doing every day.
“Joe and Anthony [Russo] handling it, two movies at the same time, in an unprecedented fashion.”
Infinity War has completed principle photography, and is thought to now be in reshoots.
Its follow-up, the untitled Avengers 4, is also currently in the works.
Marvel’s rivals DC will put out Justice League – effectively their Avengers equivalent – this week.
Avengers: Infinity War is out in April 2018 in the UK.