Despite the 'friendly' tagging of the fixture, the 29-year-old Stoke star is expecting a heated contest that will provide ideal preparation for next month's World Cup qualifiers.
Whelan said: "It is massive for us, we have gone on a good run and we need to keep that confidence going as we have got two big games next month.
"We put in a good performance against Spain, even though we lost, and everyone knows how friendlies can help build confidence, so we want a good result on Wednesday.
"We have a few new players around the squad but they want to prove they can do a job on the big stage and we want to go into those games next month on a good performance and with the right result.
"This is a derby game and we know it will be tough."
Speaking before Wales star Gareth Bale was ruled out of the match, Whelan said of the Tottenham winger's situation: "He has got a big-money move lined up. No one knows if it is on or off but if I was Gareth I would maybe be a little wary of playing before any deal is made.
"But it's up to himself and his manager. I dare say he would like to get a deal done and then play for his country, but if it isn't done, I don't think we'll see him."