The sound is designed to get to you, and it works. But whining is one sound with many meanings: wanting something, greeting, worry, appeasement, pain. The same answer will not fit all of them, so start with the context.
Dogs often whine in response to pain or illness. If the whining is new, frequent, or comes with any change in appetite, movement, or sleep, see your vet before treating it as a behavior problem.
If your dog whines and you look, talk, touch, or scold, the whining worked. Even negative attention is attention. The fix has two halves. Stop paying the whine: turn away, fold your arms, wait. And pay the quiet generously: notice your dog when they are settled and silent, and give attention, play, or a treat then. Teach an alternative way to ask, such as a nose touch to your hand or going to their mat, and reward that instead.
Greeting whines come from excitement, and an overexcited dog cannot simply choose to stop. Keep arrivals low-key: quiet voice, slow movements, attention only once your dog has settled a little. Appeasement whining, with a lowered body and tucked tail, is a dog asking you not to be a threat. Never punish it. Punishment confirms the worry and can make the whining worse. Confidence grows through reward-based training, trick classes, and games like tug and fetch.
Anxious whining usually arrives with company: pacing, panting, circling, inability to settle. You cannot train the sound away without addressing the worry underneath it. If your dog whines only when left alone or before you leave, look at separation-related distress. A qualified, reward-based professional can help with the underlying anxiety, and only a vet can advise on medication when anxiety runs deep.
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Sources: ASPCA: Whining. AKC: How to Identify and Stop Attention-Seeking Behavior in Dogs.
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