The Saddlers travel to the Kassam Stadium tomorrow looking to register their first away win of the 2017/18 campaign.
They will take on a U's side who, despite a bright start under boss Pep Clotet, have won just once in their last six League One outings.
And Whitney believes Walsall can enter the game without any fear.
"It's a big challenge but if we win we go level on points with them," the boss said.
"They play with a good energy. They are a real threat in wide areas. Joe Rothwell sits in front of the defence and is a very good player.
"They have also got some experience with Ryan Ledson, Curtis Nelson and Mike Williamson.
"But we have to concentrate on ourselves and face Oxford head on. We have to keep our levels high and make sure we nullify their threat – like we did to Portsmouth.
"And if we do, we know we have got an attacking threat right throughout our team.
"You could see the other night in the Checkatrade Trophy. With Kieron (Morris), Zeli (Ismail) Ama (Bakayko), Dan (Agyei) as well as Reece (Flanagan) and Luke (Leahy) getting his goal again.
"We are dangerous all over the pitch. We will respect Oxford but we won’t over respect them because we're confident of going there and getting a result."
Walsall's previous outings on the road saw them fall to disappointing defeats at Bristol Rovers and Rotherham.
But Whitney insists the team has learnt from those losses.
"They have been and gone and we put it to bed with our performance against Peterborough last weekend," the manager added.
"We've learnt and now we move forward as a group.
"It's a really positive group. We want energizers – we don't want mood hoovers or energy sappers and we haven't got any.
"Mistakes have been made. But everyone reading this will probably make a mistake today.
"We have put ourselves in the is environment and we are determined to enjoy it.
"And now we're looking forward to performing for 90 plus minutes at Oxford."