Coyle beat off competition from ex-England boss Steve McClaren and Manchester United coach Rene Meulensteen to land the manager's job at the DW Stadium.
Whelan's message is clear as he said: "Getting back into the Premier League is the total priority, "I know we are in Europe next season but the total utter priority is to get Wigan back in the Premier League in the next two years. That is what I have said to him.
"If anybody can get us back in I think Owen is the man to do it. There is a lot of work to do, as we have something like 56 games. We are short of about 8-10 players so he's got a lot of work on and has to start immediately."