Reports this morning had claimed that Martinez has agreed to leave the DW Stadium at the end of the season.
However, Whelan has suggested that no such truce has been reached by insisting that he is keen for the Spaniard to stay put.
"I will stick with Roberto Martinez for as long as I can," he told Sky Sports News. "I have said Roberto will go to one of the big clubs in Europe or the UK. He is a very high quality manager.
"He is a gentleman. He is 100% honest and I have great admiration for him."
Martinez took charge of Wigan in 2009.