Dogs continue to engage in behaviors that are rewarding to them, so to stop dog whining, you must find a way to make the behavior unrewarding. There's more than one way to do this, and which will work depends on your dog.
Why Dogs Whine
There are many reasons why dogs whine: excitement, fear, anxiety and attention. Many dogs are simply whining because the behavior gets them some form of attention. Even if you yell at your dog or try to punish him for whining, that is still attention, and many dogs are satisfied with that.
Determining the reason why your dog is whining will help you develop a training plan to reduce the whining. If the behavior begins suddenly in an older dog, first consult a veterinarian. Your dog may be whining because he is ill or in pain, and no amount of behavior modification can fix that.
Your young puppy many be whining because he needs to relieve himself and doesn't know how to tell you. Before beginning a training program, make sure all your dog's needs are being met.
Stop Dog Whining
If your dog is whining for attention, the only way to stop it is to remove all attention when he whines: no scolding, petting or eye contact. Once the whining stops, reward him with attention. If the whining becomes excessive, leave the room and close a door between you, isolating your dog for his undesired behavior.
If he is whining because of fear or anxiety, determine the cause and make him more comfortable around his fears. Teach him an alternate behavior that you prefer and reward him for that in place of the whining.
For example, if he's afraid of thunderstorms, give him a safe room where he can be comfortable. Place a DAP diffuser, which releases calming hormones, near his bed.
Condition him to the noise of thunderstorms by buying a CD and playing it at a very low volume. Play the CD at a level where his ears prick but he doesn't seem frightened. When he hears that noise, send him to his bed or safe room and reward him. Gradually, during a few weeks, increase the volume until it's as loud as a thunderstorm. Reward any behavior that isn't whining. Ignore whining during this time.
If your dog is whining because he's excited, wait for him to calm down before he gets what is making him excited. For example, if he whines when you take the leash out for a walk, set it back down. When he gets quiet, pick it up again. Repeat this until you can get the leash on without him whining.
Though this will be frustrating at first, if you are consistent, your dog's whining will be reduced because it isn't rewarding. In time, he will exhibit the behaviors that you like, and whining will be eliminated.