Roberto Martinez left the club for Everton and Whelan revealed on Saturday around 50 people have applied for the job of restoring the FA Cup winners to the Premier League.
Whelan told Sky Sports News: "I've got about 10 or 12 to interview over the next few days and hope to make an announcement by next weekend.
"There were more than 50 applications. I can't interview all of them - but I thank them for applying."
Names linked with the vacancy include Brighton's Gus Poyet, Mike Phelan and Rene Meulensteen - both assistants to Sir Alex Ferguson at Manchester United - MK Dons' Karl Robinson and former Bolton and Burnley boss Owen Coyle.
However, Whelan would not be drawn on names, adding: "I'm talking to a lot of great managers, hopefully I can choose the right one - and that's not easy.
"They all need that bit of luck to succeed. We've only one ambition and that's to get back in the Premier League."