The 28-year-old was given the armband for Saturday's 2-2 draw with Cheltenham after club captain Wright was ruled out for a month.
Whing told the club's official website: "It was the first time I have captained Oxford and it was a big privilege to be asked to do it.
"I am only keeping it warm for Jake when he gets back but I was really honoured to take it and happy that we got a point out of a tough game.
"We have a lot of experience all over the pitch, a lot of good talkers and there is no need for Jake or myself to tell anyone to raise their game or to tell them what they already know really.
"We all played our part on Saturday and it was a good solid performance."