The Gunners have been linked with a £20million double swoop for the Latics' star duo while Reds boss Rafa Benitez is reported to be weighing up a move for Rodallega.
Kop call: Latics striker Rodallega (top) is on Liverpool's radar
Whelan told Goal.com: 'Wigan is a small club, we accept that. We have to look around and buy players and coach them, and I always tell my players that if a big club comes calling, I will never stand in their way.
'If you look now, we have a lad at Manchester United [Antonio Valencia] and a lad at Tottenham Hotspur [Wilson Palacios], and they are doing fantastically well.
Perfect timing: N'Zogbia (right) stunned Arsenal with a late winner on Sunday
'I think this current team has two or three players - Hugo Rodallega and Charles N'Zogbia for example - who can go on to play for top, top clubs. And I would never stand in the way of those players should that opportunity arise.
'Wigan has earned, correctly, a reputation for being a good club to come to. Players know that if they come to Wigan they will be in the first team, they will get good coaching, and they will get a chance to move on to a big, big club if they are good enough.'
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