The Potters have been regulars in the latter stages of the competition over the last few years but were knocked out in the fourth round on Saturday by Manchester City.
The 1-0 scoreline was a repeat of City's win over Stoke in the 2011 final, and their focus now turns to getting back on track in the league.
The Potters ended 2012 unbeaten at home in the league in almost a year, on a run of 10 matches without defeat and with the best defensive record in the top flight.
But since then they have lost all three league games, including a 4-0 hammering at the Britannia Stadium against Chelsea, and have shipped 10 goals in the process.
Stoke are still hanging on to a top-10 spot, and finishing in the top half of the table for the first time in the Premier League is a big target.
Whelan told www.stokecityfc.com: "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 are through to the fifth round of the cup after edging out non-league Macclesfield on Saturday but are in dire need of a good result tomorrow having slipped to second from bottom in the table.
The Latics have managed only one victory from their last 10 Premier League matches but they do have a decent record at the Britannia Stadium, losing on only one of their last six visits.
Whelan will be able to take his place in the side after it was confirmed the Football Association will not be taking retrospective action against him.
The 29-year-old has been widely criticised for a two-footed challenge on City's Javi Garcia on Saturday but, because referee Howard Webb saw the tackle and did not deem it worthy of a red card, Whelan is in the clear.
The midfielder defended the tackle after the match, telling reporters: "I've gone in for the challenge and I don't think I tried to be dirty but if it looks that way on TV then I'll have to hold my hands up.
"I don't think I caught him as much as he was rolling about. It's the English game, the old-fashioned game, and that's what the Premier League is so good for.
"There is massive pressure on the referees from the media and the people they're accountable to. Hopefully it (tackling) can stay in the game and people just get on with it."