The midfielder has spent over six years with Cardiff and suffered an FA Cup final defeat in 2008, a Championship play-off final loss in 2010 and League Cup final heartbreak in 2012.
He has also seen Cardiff beaten in the play-off semi-finals for the past two seasons and questioned his future at the club in 2011 after Dave Jones left to be replaced by Mackay.
Premier League clubs have regularly shown an interest in Whittingham, but the former Aston Villa youngster committed his future to Cardiff by signing a new three-year contract last summer.
With Cardiff now requiring just a point to clinch promotion to the top flight, the 28-year-old is glad he stuck around in South Wales.
"I'd lost a couple of finals and all these big players, like Michael Chopra and Jay Bothroyd, had gone," Whittingham told the Daily Mail. "I wasn't sure how I felt about it all.
"Maybe it was time for a new start. There was talk of a couple of Premier League teams being interested.
"I remember going to see the manager. I told him I didn't want to stick around for mediocrity. At that time I really didn't know which way the club would be going.
"But the manager is a passionate man. He said, 'We are going for it again, we are getting better players in and I want you involved'. I thought about what he said for a couple of days and I believed him."
Cardiff can confirm promotion on Tuesday night by avoiding defeat at home against Charlton Athletic, or if Watford fail to beat Millwall.