The Latics secured a spot in the FA Cup final with a 2-0 victory over Millwall at Wembley on Saturday, but Whelan believes that staying in the top tier of English football is more important to the club's future.
"When we come out in the final it is something that is going to be a very special day," he said.
"But it [top-flight survival] is massively important, we have done it for eight years now and everybody said we would last one year.
"It is extra important this year because of all of the extra money coming into the game - I tend to plough a lot of that money into our youth facilities because Roberto and myself believe in getting our young players coming through."
Wigan are currently 18th in the Premier League with seven games left this season.