Carolyn Fairbairn said she had rarely stayed to the end of such corporate functions because she was bringing up her three children.
Along with sporting events, the black-tie dinners are seen as places to do business, she said.
But she has "never been a fan", and added that "a lot of women aren't".
"They'd rather go home to their families in the evening," Mrs Fairbairn said. "Maybe the business dinner is a vestige of old business life."
An alternative, she said, might be to host an "early evening discussion panel, hold a proper debate, and then people can go home by 7.30pm".
In one of her first interviews since taking over earlier this month, Mrs Fairbairn said it would be "terrific" if her appointment inspired women to look at business careers.
"There has been good progress on reaching the 25% target of women on boards, but there is a long way to go, especially among senior management," she added.
The new CBI director general also expressed confidence that Europe would not tear the employers' group apart.
Campaigners have criticised the CBI for being too pro-EU, but Mrs Fairbairn said most of its members "want to stay in a reformed European Union".
She was also optimistic about the UK economy, as long as issues such as productivity, skills and infrastructure were tackled.
The first female chief of business lobby group the CBI has criticised business dinners as "not very inclusive" for women.