Whalley was born and raised in Prescot, Merseyside. Growing up, Whalley was an avid fan of Liverpool. As a child, he played football for his local teams until 2001 when he was spotted by Norwich City. He went to play for their academy, where he played for three years before leaving in 2004. He subsequently returned to Merseyside and joined Southport, where he played several reserve-team matches. In the summer of the same year, Whalley turned professional when he signed for Football League side Chester City.