It was also a deflating experience for the 27,500 fans who travelled to support a club who were not even in the football league 30 years ago.
But Whelan, who himself has a losers medal for an FA cup loss, was quick to look on the positive side.
"At the start of the season, if someone had offered me a place in the Carling Caup final and said we would lose, i would have taken it. We have to accept United were by far the better team yesterday, the only problem is they have Wayne Rooney in their side"
"We have stayed in the Premier League, which was our first target" He said, adding: "Now our objective is to reach 50 points"
Wigan's Gary Teale, who is hoping to earn his first Scotland cap tonight, echoed his paymasters views. He is determined to finish the season in style and make every effort to quialify for Europe.
"Now we have got to the 40- point mark we have to push on. It is important we finish at least in the top half of the table and perhaps even in a European place"
He added: "We have to try and pile up as many points as possible in the remaining games"