Whelan said: "Of course we're interested in signing Roy Keane."
While manager Paul Jewell added: "The chairman has always said if I go to him with a proposal which will improve the team and it's feasible he will back me, whether that's Eoy Keane or anyone else. Roy was a great player for Man United and he still is a great player."
Keane has been linked with moves to Premiership clubs Manchester City, West Brom, Portsmouth and Bolton, and also further afield Celtic and Juventus.
Latics star Lee McCulloch would love to play with Keane. The Scottish international commented: "It would be brilliant if he came here. He's a quality player - different class. It just shows you the profile this club has got now.
"To have him here and train with him everyday would be something special. Graham Kavanagh has played with him for Ireland and says he's a grwat guy and he's a winner.
"He's the type of personality that we might just need because we've got a lot of young players. He's done everything in the game and you'd learn so much from him on and off the pitch."