Whelan handed Coyle the reins in the summer after Roberto Martinez left for Everton and, following the club's relegation from the Barclays Premier League last term, Latics have made a solid start to life in the second tier.
Coyle's men currently sit 12th in the table and, due to their presence in the Europa League, have two games in hand on the majority of sides above them.
"You've got to get used to the Championship," Whelan told Sky Sports News.
"The Championship is a very, very tough league. It's a very good league; there are a lot of good football teams in there and they play for 90 minutes non-stop.
"It's totally and utterly different to the Premier League. You go two or three goals up in the Premier League and they turn off the pressure. In the Championship you can be winning 4-0 and they still will fight to the death, so we're getting used to that.
"I'm happy with how things are going. We've got two games in hand, of course, because we've got to play in Europe.
"If we can get points out of those two games we can go into the top six, so I'm very happy with the way things are going and how things have started."