The Japanese word for whistle is
笛

ふえ - fue

Japanese Definition

口笛を吹く
1. to whistle

笛
1. n. (from 720) (musical instrument) a flute, whistle, pipe
2. n. (from 934) (anatomy rare) a windpipe
3. n. (from early 1200s) (musical instrument) a side-blown flute, as opposed to end-blown instruments such as the 篳篥
4. n. a whistle such as that used by a referee
5. n. (from 1910) a train whistle
6. affix. flute, whistle

ホイッスル
1. n. whistle (device)

口笛
1. n. whistle with one's mouth
口笛を吹いている彼は、機嫌が良さそうだ。 - That man, whistling his mouth, seems to be happy.