Latics have won just one of their opening six games as they prepare for Saturday's trip to face Aston Villa.
But Whelan insists he will be backing manager Roberto Martinez every step of the way as the competition to stay in the top flight increases with every passing season.
He told the Manchester Evening News: "We play a good brand of football under Roberto.
"I like the way we play. Wherever we go, people tell us we always try to play football.
"The Premier League is just so competitive and it increases with toughness every season.
"We have some very good talented young players. Having played the game myself, you realise you have to make your own luck. All we can do is keep battling away."