In an interview with CNN from his prison camp in the Russian republic of Mordovia, he said that he had told the US diplomat “point blank” that leaving him in Russia in the first swap had put a target on his back.
He also told Mr Blinken that, unless his return to America is secured, the future could be “quite challenging” with the physical work he will have to do at the camp.
And although he was frustrated at the slow pace, he remained confident work was being done to secure his release. Mr Whelan also told CNN he wants to speak with Joe Biden to find more information on what the US President has “promised to do”.
Mr Whelan also said he was aware that Moscow considered him to be of “high value” and would want something of similar value in exchange.
The former US marine is serving a 16-year prison sentence after being found guilty of a conspiracy charge that he and Washington strongly deny. Washington has declared him as wrongfully detained.
He was not included in two previous prisoner swaps that saw the returns of former marine Trevor Reed and basketball star Brittney Griner last year.