Ser Whalen Frey is the 14th son of Lord Walder Frey and the third with his fourth wife Alyssa Blackwood. He is married to Sylwa Paege and they have a son and a daughter, Hoster and Merianne.

During the Red Wedding Whalen, his half-brother Merrett Frey and their half-great-nephew Petyr "Pimple" Frey engage in a drinking contest with Lord Jon Umber "the Greatjon" to try getting him to drunk to fight. However they all pass out.

Whaeln Frey is among the men in the yard who go to kill Robb Stark's direwolf Grey Wind. Robb's wife's brother, Ser Raynald Westerling, gives his sword to Whalen as asked. However when a net is thrown over the wolf, Raynald takes Whalen's axe and cuts Grey Wind free. The direwolf tears apart four wolfhounds and rips of the Kennel-Master's arm, though is filled with quarrels. Whalen states Raynald takes a quarrel in the shoulder and another in the gut, but leapt into the river.