The Premier League strugglers have taken just 24 points from 28 games in the top flight, but the convincing 3-0 win over Everton in Saturday's quarterfinal has kept their hopes of claiming a major trophy alive. While his side remains at risk of relegation, Whelan has no doubt that Martinez will eventually be handed the chance to coach one of the continent's big hitters.
"I will lose [Martinez], I don't think there is any question about that," Whelan told BBC Radio 5 Live. "We have known each other and been together a long time. Hopefully that will continue.
"He is a top-class manager and he will get one of the top clubs in Europe. The big clubs in Europe, when they want a manager, Roberto is obviously the man. He is stone-cold brilliant as a manager."
Wigan can now look forward to a visit to Wembley, and despite the cup distraction, Whelan is confident the Latics will perform another late-season escape from the Premier League bottom three to remain in the top flight yet again.
"We have been there before and fought our way out of it," Whelan said. "We are going to do exactly the same again, I hope. We have played well all season and just had so many injuries and bad luck.
"We played Everton off the park and have done that so many times this season but at times we have had up to eight players injured. It is very difficult to take that kind of punishment."