Major-general Whalley's younger brother Henry, who was an attorney in Guildhall in 1628, was admitted to Gray's Inn on 3 Sept. 1649, and was appointed in March 1652 one of the judges of the Scottish admiralty court (Foster, Gray's Inn Register; Report on the Duke of Portland's MSS. i. 629). In 1655 he was advocate-general of the army in Scotland, and was employed to examine into Overton's plot (Thurloe, iii. 205; Burton, Diary, i. 356, iv. 155). He represented the counties of Selkirk and Peebles in the parliaments of 1656 and 1659. Whalley was no great friend of freedom of opinion; in 1654 he was concerned in the suppression of the Racovian catechism, and in 1657 endeavoured to induce parliament to suppress an astrological work (Masson, Life of Milton, iv. 423, 438; Burton, Diary, i. 80, 305). He married Rebecca Duffell, a sister of his brother's first wife.