The Saddlers travel to Ewood Park where they will take on a Rovers side who haven't lost in their last 17 outings in League One.
Whitney though believes his team has enough quality to end that run and has told his players to embrace the challenge of taking on the divisions heavyweights.
"I went up and watched Blackburn against Northampton and have watched three their games over the past few weeks," he said.
"They are a strong team. But they are beatable, like every team in League One.
"We are looking forward it because it’s a fantastic place to go to.
"It’s one of those stadiums that – ever since I was a kid – I have looked at.
"They are a big club that has played at the highest level.
"But this is a great opportunity for our players.
"It’s 23 years since they won the Premier League but it feels like yesterday.
"Tony (Mowbray) wants to push them back up into the Championship. That is where they think they should be.
"But we are a threat. At Charlton we played some really good football.
"We keep ruing missed chances but we have worked hard over the past week to try and correct that."