Tomorrow he will make his climactic appearance in the IndyCar Series championship - the closest thing in the United States to Formula One. He finds himself in the enviable position of having essentially won already. All he has to do is complete a single lap without incident - a leisurely 3.8-mile drive around the circuit at Watkins Glen in New York - and he will be crowned king of the Indy Racing League (IRL).
Wheldon has joked about wrapping himself in cotton wool, or hiring bodyguards. The truth is, he has already acquired the aura of a champion, earning invitations on to late-night chat shows and being invited to throw the first ceremonial pitch at baseball games - the ultimate accolade for an outsider in US sporting culture.
This year Wheldon was also the first Briton to win America's top event, the Indianapolis 500, since Graham Hill pulled off the same feat in 1966, and registered a record six victories in the IRL series. His home-grown fans are now wondering if he can be persuaded to switch to Formula One, but the lad from Buckinghamshire is well settled in the US - he's been called the most eligible bachelor in Florida.
Wheldon said: "When you're used to running at the front and winning races, you don't want to put yourself at the back of the grid. I wouldn't want to be struggling in the middle or lower part of the field. I enjoy my racing because I'm able to compete. I wouldn't be happy to go to Formula One just to make up the numbers."
On the other hand, he's not ruling it out. "I think I've shown my ability over here because I've been given the chance. I have no doubts I could do the same if I got the chance in Formula One. You're always looking for new challenges, so we'll see what comes along."
Failing the Formula One option, Wheldon will stay in the US and perhaps consider a switch to the country's most popular and defining racing show, Nascar. That would just about complete his emersion into the American culture. "I'm very happy in the States and I've thrown myself into the American way of life," he said. "I watch American football and people tell me I sound like an American now."
Indeed, listening to him you would swear he was born on the other side of the Atlantic. In fact, he made the voyage six years ago, when he was unable to raise funds for a drive in the British Formula Three championship.
He had distinguished himself in karting, often at the expense of an even younger English hopeful called Jenson Button. But while his compatriot continued on an inexorable accent to Formula One, Wheldon's career stalled.
In America he found an open road. He won the country's Formula 2000 title and graduated, via the Toyota Atlantic championship and the Indy Lites series to IRL.
Wheldon may not have accumulated the wealth that has now enabled Button to fork out £10m for his release from a contract with Williams, but he has made a name and an enviable lifestyle for himself, and a reputation for ruthlessness.
He won the opening round of this year's championship, in Japan, after barging his team-mate, Scotland's Dario Franchitti, into the wall at almost 200mph.
Observers of motor racing might argue that Wheldon's uncompromising aggression separates him from Franchitti and most of his contemporaries.
"It's been a great season but the job's not finished yet," Wheldon said. "You can't take anything for granted, especially in motor racing. If and when I get it in writing on Sunday, then I'll believe I'm champion."