Murphy and Gilbert signed from Sunderland and Leicester City respectively and will both stay at Hillsborough until January 2.
Defender Gilbert has worked under Paul Sturrock before at Plymouth while Murphy is an Ireland Under-21 target man and has played in the Premiership this season.
No new signings can be made now until the transfer window opens up in January - but at least the duo give Wednesday some cover in two vital areas.
Meanwhile, Whelan admits that Wednesday have come on leaps and bounds since their season opener against Stoke and he thinks that a win should be on the cards.
He told Footymad: "I think we have come a long way since we played Stoke in August, it was our first game down there this season and perhaps we were a little nervous, we probably didn’t play as well as we could have done. But if we do play the way we know we can play on Saturday I am sure we can get something out of the game – we should have got something down there but didn’t."
With many minds on next week's clash with United, the young skipper says that everybody must remain focused and not think ahead to the big game.
He added: "I don’t think anyone will need any geeing up for the United game, obviously it’s going to be a great game for the city and the two teams but we have to worry about Stoke before we play The Blades because if we don’t get a result there then the pressure will really be on us so that is our priority at the moment."