The Potters were knocked out in the fourth round by Manchester City on Saturday but can reignite their push for a top-10 finish in the Premier League with victory against the Latics at the Britannia Stadium.
Whelan told the club's website: "We have to dust ourselves down now and bounce straight back because we have a massive game coming up on Tuesday.
"It would have been nice to have progressed in the FA Cup because we have seen what it can do for the club. Sadly, though, it just wasn't to be for us this year.
"We have performed well over the last few years in this competition by reaching two quarter-finals and a final, so we can be proud of that achievement.
"The Premier League is the bread and butter, though, and we can now fully focus our attentions on that and aim to get as high up the league table as we possibly can.
"We want to get into the top half this year, and hopefully we can achieve that now."
Wigan progressed to the fifth round of the FA Cup after edging out Macclesfield but are in dire need of a good result, having slipped to second from bottom in the table.
Roberto Martinez's side have managed only one victory from their last 10 Premier League matches but they do have a decent record at Stoke, losing on only one of their last six visits.
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