The Colombian striker has been linked with moves to the likes of Birmingham City and Stoke City.
“We don’t want to sell Hugo, full stop, but we are Wigan and have to be sensible,” said Whelan. “But there is no chance of selling Hugo in the window. We are selling no-one in the window.
“Those kind of players are the difference between staying up and getting relegated. You’ve got to score goals to stay up. He is just brilliant, that lad, a wonderful player.
“Rodallega could have had two or three goals against Wolves. He is so quick but it wouldn’t go in for him. He is normally lethal as a striker and is a real handful.”
He added: “We have got quality players, who will go to top six teams, but not until the end of the season.
“We are Wigan, we have to buy and sell players, and you can’t stop a lad going up to the top level, the top six teams, and I would never do that.
“Two or three of our lads will go to big clubs and I never stand in their way.
“There is a World Cup coming up and I’ve said to the lads ‘go and play in it and, once you are outstanding in the World Cup, the big clubs come calling’.
“The manager (Roberto Martinez) is building his squad. We have moved two or three players out.
“He is happy with what he has moved out and what has come in so now hopefully we can go on and make our Premier League position safe.”
