The 27-year-old is under contract at Cardiff until 2014 and insists he's happy here.
"You must be doing something right if you're getting linked with clubs," said Whittingham.
"But as I've said, I'm happy here and until the gaffer wants to sell me I'm here."
West Brom are thought to be taking an interest in the City midfielder.
Whittingham is hoping that getting back to pre season training will finally erase the heartache of losing the Carling Cup final in February.
"With the cup final and everything it was hard to take. I'm probably not over it yet but as soon as pre-season starts I'm sure it will be pretty much forgotten.
"I don't know if any other team has been as close as we have. It is hard to take.
"The gaffer's made it his priority to get a few signings in and try to strengthen," added Whittingham.
"And fair enough, it looks like he is being backed in that way."
Whittingham believes a good start to the new season is important to keep fans onside who could be edgy with City playing in a different colour at home.
"If the fans are going to be edgy it's going to be hard to take," said Whittingham.
"A good start is always key but this year more than ever it could be massive."