The Potters have been regulars in the latter stages of the competition over the last few years but were knocked out in the fourth round on Saturday by Manchester City.
The 1-0 scoreline was a repeat of City's win over Stoke in the 2011 final, and their focus now turns to getting back on track in the league.
The Potters ended 2012 unbeaten at home in the league in almost a year, on a run of 10 matches without defeat and with the best defensive record in the top flight.
But since then they have lost all three league games, including a 4-0 hammering at the Britannia Stadium against Chelsea, and have shipped 10 goals in the process.
Stoke are still hanging on to a top-10 spot, and finishing in the top half of the table for the first time in the Premier League is a big target.
Whelan told www.stokecityfc.com: "We have to dust ourselves down now and bounce straight back because we have a massive game coming up on Tuesday.
"It would have been nice to have progressed in the FA Cup because we have seen what it can do for the club. Sadly, though, it just wasn't to be for us this year.
"We have performed well over the last few years in this competition by reaching two quarter-finals and a final, so we can be proud of that achievement.
"The Premier League is the bread and butter, though, and we can now fully focus our attentions on that and aim to get as high up the league table as we possibly can. We want to get into the top half this year, and hopefully we can achieve that now."