Not all integers are whole numbers. But All integers greater than or equal to 0 are whole numbers.

Set of integers: {... -3, -2, -1, 0, 1, 2, 3, ...}

Set of whole numbers: {0, 1, 2, 3, ...}

http://www.mathsisfun.com/whole-numbers.html

But then again, it depends how one defines a "whole number." I've seen some sources define a whole number to include the negatives.