Whelan admits that he is envious of the amount of cash Abramovich has pumped into the club, with reports that it has now topped a billion pounds.
But the self-made millionaire isn't an admirer of the hard-liner's ruthless treatment of his managers, with Roberto Di Matteo's head the latest to roll.
He told the Daily Star Sunday: "I do envy the amount of money that the lad has put into Chelsea. But the lad they have sacked for strange reasons, no I'm not envious of that. He had to give Di Matteo a chance. He had no chance at all. Nine managers in nine years? Is that what he's had?
"The crowd are frightened to death of having a go at him because they think he might walk away. And then Chelsea would go back to the way they were before.
"He's put money into Chelsea, no question. And I think he's put his heart and soul into it, too. But he's got to realise you can't win everything in football.
"If that was the case there would be no game. It wouldn't be a sport.
"I don't think he's given owners a bad name but I think he portrays the image of Russians we have in Western Europe.
"The image that Russians want their own way all the time. That they're very ruthless people who are prepared to chop or axe anything to get their own way.
"Owners have got to stand back and rely on the manager at times. Here at Wigan, Roberto Martinez has shown me loyalty. We trust each other."