The Ireland Under-21 skipper missed the game against Crystal Palace through suspension but is available for selection for Wednesday's first-ever game at the new Richo Arena.
But with many eyes on the Steel City derby at the weekend, many are forgetting that the trip to the Sky Blues is just as important a game to Paul Sturrock's men.
Whelan told Footymad: "We are more concerned about Wednesday night before the derby game to be honest at the moment. If we get a good result there then we will be on a real high for Saturday. I know it’s the Sheffield derby but we are all concentrating on Coventry first but at the back of our minds we are all looking forward to Saturday because it is a massive game and there will be a big crowd again in Hillsborough so it will be good.
"Coventry are one of the teams we have to look at; they are round about us in the league but have just had a decent run so hopefully we can do something similar and get out of the position that we are in so we can hopefully climb up the table."
The Owls are coming off the back of a vital win at Millwall and a creditable point at home to Palace and Whelan, who watched the game from the stands believed that shot-shy Wednesday should be riding high on the back of two successive wins and not four points from a possible six.
He added: "I'm not a great one for watching when I’m not playing but these things happen but the lads did very well and we could have nicked it at the end – a decent result for us though.
"We have had a problem recently because we just haven’t scored but we got a draw and we you would have taken that beforehand anyhow against a side like Palace.
"I think all over the park we have been playing well and creating chances but it’s not just the strikers who need goals; I think everyone needs to be scoring more goals, including the midfielders and I think that’s what we have lacked this season, it’s very disappointing but hopefully we can change that."
Meanwhile Wednesday have been linked with a double move to sign Ipswich's former Owls midfielder Jim Magilton and West Brom goalkeeper Russell Hoult on loan.