Mackay was hired to take over the Sky Bet Championship strugglers just three months after the FA revealed they were investigating text messages sent by the former Cardiff boss, which he admitted were "disrespectful of other cultures".
With Mackay back in football so soon after that episode, the FA has been urged to come to a conclusion on the matter by anti-discrimination body Kick It Out, who issued a statement in which they also accused Wigan of "disregarding the investigation".
Ex-Latics striker Jason Roberts, who played for the club between 2004 and 2006, said on Twitter that he was "personally disappointed" with Mackay's appointment, yet Whelan was unwavering in his support for the new Wigan boss as he attempted to diminish the private text messages' impact by claiming the Scot had been "unlucky".
"I have investigated every single aspect I can inspect and I've got answers everywhere," said Whelan.
"I think Malky has been so unlucky
He has done a little bit wrong and has apologised for it.
"It's one of those things but to all fans, I am still Wigan Athletic, I want them to trust me
This gentleman is, in my opinion, exactly the man we are looking for."
Whelan also addressed the concerns over Mackay's hiring which were expressed by local MP Lisa Nandy in an open letter last week.
The Wigan chairman did, though, appear to question why Nandy would have an opinion on who he hired as his next manager given his belief that she has shown apathy towards the game previously.
"Our MP, we treat with respect, (but) she doesn't support football much," he said.
"I don't think she has been to a football match, I don't think she went to watch Wigan Athletic at Wembley
I might be wrong but I don't think she did because I invited her and she didn't accept that.
"But she is entitled to her opinion like everyone else, and she did write to me and say I shouldn't consider Malky
And I looked at it, and considered it, but I think you're wrong."
In his closing remarks, Whelan jokingly stated: "She's not a Wigan lass, so she doesn't understand football
But we can try and give her some help."
While Whelan spent Wednesday attempting to clear the dark clouds which surround his new manager's arrival, the calls for swift FA action could grow louder now Mackay is back in the sport.
For his own part, the 42-year-old insists he is willing to cooperate with the national governing body but hopes he can rebuild his tarnished reputation at the DW Stadium.
"I had made a mistake," Mackay said
" It is a transparency I want in me helping them out in any way I can, absolutely
"I now know that (whether you send text messages) public or private - it doesn't matter
I shouldn't have done it, I made a mistake and I'm moving forward
I'm taking steps to learn from it."
Source : PA
Source: PA