Championship side Wigan booked a semi-final tie with Arsenal after stunning Manchester City 2-1 at the Etihad Stadium thanks to goals from Jordi Gomez and James Perch.
The FA Cup holders are making a habit of beating City, who they stunned in the last year's final at Wembley, and Whelan was happy to see his side repeat the heroics.
He told Sky Sports News: "It's great habit we are getting in to - we go to City who would want to pay us back big time but our lads played well today and I think we deserved it.
"We took the FA Cup last year and we would love to retain it but the priority is to get promotion back in to the Premier League - that is total priority.
"When you go to City you expect you would have a tough time but I have to say in the first half our lads dominated the game. They let City play and when we got the ball we attacked them and went one up. We just played so well throughout the whole game.
"It was a magnificent performance by our boys.
"Uwe Rosler is a different manager - he is totally brilliant, his dedication to his team really comes through, you can feel it. In the dressing room at Wigan Athletic there is such a good feeling at present that we are going to do things, to win things."
Whelan feels that Wigan, who he describes as 'unpredictable', can cause another shock against Arsenal in the semi-final at Wembley.
"Most would say we can't do it," he added. "They have not won a trophy in about eight years but it will be tough, they are a good team make no mistake about that. But Wigan are really the unpredictable team of the football league.
"We have got Sheffield Wednesday next week at home, I didn't want to draw today - we won but we didn't want a draw. We have got 53 games this season and that is a lot of games and the priority is getting into the play-offs for promotion back into the Premier League.
"Our team played so well today - they fought to the death and to go to City and win is fantastic - Barcelona did it last week but very few teams can go there and win. We outplayed them and our boys were totally brilliant today."