Martinez was involved in the interview processes for the vacant manager's job at Villa Park as well as the previously vacant position at Anfield.
"He was approached by Liverpool and Aston Villa and he's got to consider that because they are big clubs," Whelan told BBC Radio 5 Live. "There's nothing damaged at Wigan, that's for sure.
"I gave Roberto permission to speak to those clubs and he came back and said 'I want to stay at Wigan'. That is that for this season definitely."
At 38 years old, Martinez is currently the Premier League's youngest manager.