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 world number two dropped serve in the first game of the match but was rarely troubled by the American in his first outing since GB's Davis Cup semi-final victory over Australia on 20 September.
Murray, 28, said: "I played well, moved well and it was a good start for me."
He will face another American, John Isner, in the third round.
Isner's 6-3 7-6 (7-5) victory over Belgian David Goffin prevented a dress-rehearsal meeting between the world number 16 and Murray before next month's Davis Cup final.
World number one Novak Djokovic also reached round three, beating Slovakia's Martin Klizan 6-2 6-1.
Rafael Nadal also made it through but had a much tougher time.
It took Nadal two hours and 43 minutes to overcome Croatia's Ivo Karlovic 7-5 6-7 (4-7) 7-6 (7-4).
Looking ahead to facing Isner, Murray told Sky Sports: "I think he quite likes the conditions here because it's quick and he's a tough guy to play against."
After starting slowly against Johnson, Murray broke the American's serve three times to claim the first set.
The Scot encountered greater resistance in the second set and two double faults in a row helped gift Johnson two break points at 3-3. But a precise drop volley allowed Murray to see off the danger.
With Johnson serving at 4-5, a lob set up three match points and Murray clinched it at the second opportunity when the American sent a forehand long after one hour and 16 minutes.
Meanwhile, Nick Kyrgios could be facing another fine after being given his second code violation of the tournament.
The Australian smashed away a loose ball and nearly hit a linesman after losing the second set in a 1-6 6-4 6-4 defeat by Japan's Kei Nishikori.
Kyrgios, 20, was fined $1,500 (£984) on Tuesday after calling the tournament a "circus" and complaining about the ball kids during his win over Andreas Haider-Maurer.
He could trigger a 28-day ban if he incurs $5,000 (£3,256) in fines before February - a penalty stemming from the suspended ban he received for a sexual comment about Stan Wawrinka's girlfriend during a match in August.
The first female chief of business lobby group the CBI has criticised business dinners as "not very inclusive" for women.
[NEXT_CONCEPT]
Britain's Andy Murray had a comfortable 6-2 6-4 victory over Steve Johnson in his opening Shanghai Masters match.