"Consular officials are aware that a Canadian citizen has been arrested in Russia. Due to the provisions of the Privacy Act, no further information can be disclosed," Global Affairs Canada said.
FSB said it arrested Whelan on December 28 during an operation in Moscow and has opened a criminal investigation over possible espionage.
Media have reported that Whelan, 48, is the director of global security for Michigan-based automotive components supplier BorgWarner, something subsequently confirmed by the company.
Whelan also served in Iraq with the US Marine Corps. Moreover, his service records, released by the media, showed he had been convicted in 2008 on charges related to unlawful taking of personal property.