Whelan rejects move to the Abbey
The 30-year-old was set for a loan move to the Abbey Stadium as part of a deal that saw Tony Scully go on a month's loan with the Roots Hall outfit last week.
However, the former Middlesbrough centre-half has decided against a temporary move to The U's.
A Cambridge United spokesman said: "We tried to get Phil Whelan from Southend but the lad didn't want to come.
"The search for a new defender therefore continues."
Meanwhile, Hull City have played down reports linking them with Southend's young striker Daniel Webb.
The 19-year-old was reported to be interesting Tigers boss Peter Taylor, who had the hit-man on loan last season at Brighton & Hove Albion.
However, a spokesman for the Boothferry Park club played down any reports linking Webb with the Humberside outfit.
He said: "The reports are coming from down south.
"It's all speculation, with people putting two and two together because Peter signed him for Brighton."