However, Caldwell now looks set to perform a U-turn and opt for Roberto Martinez's side instead, with reports claiming he could seal a move this morning.
Whelan told the Scottish Daily Mail: "We knew the lad was keen to work again with Gordon Strachan at Middlesbrough but we wanted him to come here and made him a very good offer.
"You always think a player will fancy a crack at the English Premier League rather than the Championship."
Whelan also confirmed Wigan were initially keen to recruit Rangers defender Madjid Bougherra, before turning their attention to Caldwell.
He added: "Roberto Martinez definitely had an interest in Madjid Bougherra."
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