The Middlesbrough striker is currently on loan until the end of the season but admits that he would like a full-time switch to Selhurst Park.
"The best thing would be for me to leave Middlesbrough and play my football elsewhere," said Whelan.
"I'd like to leave in the summer if the offer is right. If not, then I'll sit my contract out and go elsewhere afterwards.
"I'd definitely consider an offer from Crystal Palace. I wouldn't have come here if I didn't think it was the right club for me and a good place to play football.
"That's always been the first thing I've thought about."