The Saddlers travel to Rodney Parade on Saturday in the first round of the world's oldest cup competition.
Walsall exited the FA Cup in the first round last year with non-league Macclesfield securing a 1-0 victory at the Banks's Stadium.
Currently sat eighth in League Two, Mike Flynn's side will also be eager to secure a scalp over a team in a higher division.
And Whitney believes there are lessons to be learned from the loss against The Silkmen last year.
"We had a very young team last year and we didn't perform." the 46-year-old said.
"All the expectancy was on us and it will be the same again this Saturday.
"They will have their crowd behind them, the game is being shown live on Welsh TV.
"But we are expected to win the game because we are a League One team.
"I think all those factors probably levels things out. And I think it’s the team that wants it more that gets through in the FA Cup.
"That is what it comes down to at the end of the day, and I’ll put a team out that wants it more."
Whitney believes Walsall's defeat to Southend – which cost them their unbeaten home record – has put more pressure on his side heading into the weekend.
"It’s a tough draw – it’s a 5.15 kick off.It and there is a bit of pressure on us now," he continued.
"If we had won against Southend we would be going into it with more momentum.
"We could have gone into the game five matches unbeaten and with an unbeaten home record.
"But now we have to be more resilient and handle that pressure. There is no doubt it is a potential banana skin.
"We have got to face that because they are a League Two team.
"We have got to be good enough to still step forward. We need to go there and do a job on them and make sure it's us in the second round."