Bolton are second bottom after losing eight of their last nine games.
Wheater told the Bolton News: "It's still early doors. If it was March or April then we would be worrying but we know we have the players and the right manager and coaching staff to get out of it.
"He [Coyle] has given players a chance and they just haven't taken it.
"Players need to take them. I've done enough to stay in the team but others need to come in and do their jobs.
"It's a big challenge. We need to pick ourselves up and pick up our game.
"We need to be a team, stick together and play as we know we can."