Leeds United went down 2-0 to Sheffield Wednesday in the Championship on Saturday afternoon.
Leeds failed to return to winning ways in the Championship, as they went down 2-0 to Wednesday away from home.
After a goalless first half at the Hillsborough Stadium, Gary Hooper put the Owls in the lead in the 47th minute.
Hooper doubled the advantage just three minutes later, as the hosts went on to pick up all three points from the game against their Yorkshire rivals.
Former Leeds striker Whelan has criticised the performance of Steve Evans’s side against Wednesday.
"It shows how important is is when you are on top of a game to take your chances," Whelan told BBC Sport. "They didn’t in the first half then in the second half they didn’t do the basics well - they weren’t closing people down and they didn’t defend properly.
"We dominated in spells in the first half but once again, we have to be ruthless in front of goal. We had bodies in there but it is so important to take those opportunities. It could have been a different story."
Over the course of the 90 minutes at the Hillsborough Stadium, hosts Wednesday had 47% of the possession, took 11 shots of which five were on target, and earned two corners.
Visitors Leeds had 53% of the possession, took 12 shots of which four were on target, and earned seven corners.
The Whites will return to action next weekend when they take on relegation-threatened Bristol City at Elland Road in the Championship.