With him set to leave it means Wednesday will be looking to sell this month to get something for him and clubs from all of the top three divisions have been linked with him. An offer was rejected from Plymouth.
Now Wednesday have turned down Burnley's bid, one that is believed to be considerably more than that received from Plymouth. Manager Brian Laws said: "I can confirm that we have received a bid from Burnley for Glenn Whelan but it is certainly not an offer that interests us at this time and we have turned it down accordingly."
Whelan has been with Sheffield Wednesday since the summer of 2004 after a free transfer move from Manchester City. Now a Republic of Ireland Under 21 international he has made over 150 appearances for Wednesday.