Wheatley is still to get off the mark in his loan spell in 375 minutes of action.
The 20-year-old had five shots in the win at Port Vale – four of them on target as he could find no way past keeper Joe Gauci.
The on-loan Manchester United striker was thwarted in an early one-on-one by the Australian, who then kept out several other efforts.
That follows on from Saturday when he had three attempts on goal against Leyton Orient.
But Graham Alexander is delighted at the way Wheatley has led the line – and felt he was “absolutely unplayable” at Vale Park.
“He deserved a goal because he's hit the target so many times,” said the Bantams boss. “Their keeper made some good saves from him.
“That's all we asked for. What I liked about it is that he had the one-on-one early on and didn’t score but it didn't deter him from trying again and again.
“That is the mantra of our team. Don't stop, just keep going, buy a ticket, take risks.
“I thought he was absolutely unplayable from that perspective.
“He did deserve to score, but he's back in the team after two non-scoring performances. It's because of how much he works for the team and the players really appreciate what he does.”
Alexander revealed the youngster needed geeing up after missing his one-on-one opportunity – like the ones he did not take in his first two City appearances against Luton and Peterborough.
Vale keeper Joe Gauci denies Ethan Wheatley in a one-on-one (Image: Thomas Gadd)
Alexander added: “I feel there are a lot of players, especially young ones, that are beating themselves up at the drop of a hat. Ethan's got that side to him.
“When someone got injured, he came over for a drink and he was shaking his head.
“I said to him, 'don't you dare let me see you doing that because you've missed one chance. Just keep getting in there'.
“We don't live looking in the past and 'woe is me'. It's the next action, you've got another opportunity, just fully commit to it.
“I thought he did that and you could hear how much the supporters appreciated what he’d done when he was coming off.”
Alexander is confident the goals will come but insists Wheatley is playing his part with the amount he troubles defenders. His pace, along with that of Tyreik Wright and Josh Neufville, kept the Vale backline at full stretch.
“Scoring a goal is success for yourself. Helping a team win consistently is success for your team and that's what a career is about.
“Managers, coaches and team-mates always want players that perform to help the team win and Ethan's got that side to him.
“He will score goals throughout his career because he's got the character to do that.
“But if he ever just relies on his goals and not the rest of his game, then I think he'll be letting himself down because he's got some really good attributes that are very offensive and very hard to play against.”