The Owls have drawn two games and lost one from their three this season although it is not that bad a return when you consider half of the side is raveged by injury.
He told Footymad: "We have played well so far but you need to win your games to get your points and we are not winning games at the moment. But all the lads are still confident because we know we are playing well but it will get to the point where we don't play well and we get something out of a game perhaps.
"I think the injury crisis has been here since I have been at the club! The physio's room has never been empty but you can't moan about these things because you have to get on with it and that's what we are doing so hopefully all the other players can come back soon and help us out."
The Republic of Ireland Under-21 skipper, who scored against Greece U-21s on Tuesday, has been playing well this season despite being put on the transfer list but that has made him more determined to suceed at Hillsborough.
He added: "I was struggling at the back end of last season with injury and I knew I needed an operation for a double hernia and I went in for it before the end of the season but so far I have done ok. I have had a good rest and I have been getting fit over the summer and feel fine now.
"Putting me on the transfer list is something what the club have done, that's football for you. Obviously I haven't let it get to me because if I let it get to me then it will affect my performances so I just have to carry on working hard and show the fans, the rest of the players and the rest of the club what I can do."
Whelan also knows that Kenny Lunt will be a useful adition to the Owls squad but needs a bit of time to adjust to life at the club.
The former Manchester City star said: "Kenny has come in and brought in lots of experience but I do think he needs a little more time to fully settle in and once he does settle in I think the fans will see what a great player he is, he does wonders on the training ground."