diff --git a/CHANGES.rst b/CHANGES.rst
index 026ffe071..38c49d698 100644
--- a/CHANGES.rst
+++ b/CHANGES.rst
@@ -20,6 +20,9 @@ development at the same time, such as 4.5.x and 5.0.
 Unreleased
 ----------
 
+- When checking if a file mapping resolved to a file that exists, we weren't
+  considering files in .whl files.  This is now fixed, closing `issue 1511`_.
+
 - File pattern rules were too strict, forbidding plus signs and curly braces in
   directory and file names.  This is now fixed, closing `issue 1513`_.
 
@@ -29,6 +32,7 @@ Unreleased
 - The PyPy wheel now installs on PyPy 3.7, 3.8, and 3.9, closing `issue 1510`_.
 
 .. _issue 1510: https://github.com/nedbat/coveragepy/issues/1510
+.. _issue 1511: https://github.com/nedbat/coveragepy/issues/1511
 .. _issue 1512: https://github.com/nedbat/coveragepy/issues/1512
 .. _issue 1513: https://github.com/nedbat/coveragepy/issues/1513
 
diff --git a/coverage/files.py b/coverage/files.py
index 05c98eecc..33964960f 100644
--- a/coverage/files.py
+++ b/coverage/files.py
@@ -160,7 +160,7 @@ def zip_location(filename):
     name is in the zipfile.
 
     """
-    for ext in ['.zip', '.egg', '.pex']:
+    for ext in ['.zip', '.whl', '.egg', '.pex']:
         zipbase, extension, inner = filename.partition(ext + sep(filename))
         if extension:
             zipfile = zipbase + ext
@@ -473,7 +473,7 @@ def map(self, path, exists=source_exists):
                 if not exists(new):
                     self.debugfn(
                         f"Rule {original_pattern!r} changed {path!r} to {new!r} " +
-                        f"which doesn't exist, continuing"
+                        "which doesn't exist, continuing"
                     )
                     continue
                 self.debugfn(
diff --git a/tests/test_files.py b/tests/test_files.py
index 29bd9a0d0..54c916287 100644
--- a/tests/test_files.py
+++ b/tests/test_files.py
@@ -86,6 +86,7 @@ def test_relative_dir_for_root(self, curdir, sep):
             ("a/b/c/foo.py", "a/b/c/foo.py", True),
             ("a/b/c/foo.py", "a/b/c/bar.py", False),
             ("src/files.zip", "src/files.zip/foo.py", True),
+            ("src/files.whl", "src/files.whl/foo.py", True),
             ("src/files.egg", "src/files.egg/foo.py", True),
             ("src/files.pex", "src/files.pex/foo.py", True),
             ("src/files.zip", "src/morefiles.zip/foo.py", False),
@@ -93,6 +94,8 @@ def test_relative_dir_for_root(self, curdir, sep):
         ]
     )
     def test_source_exists(self, to_make, to_check, answer):
+        # source_exists won't look inside the zipfile, so it's fine to make
+        # an empty file with the zipfile name.
         self.make_file(to_make, "")
         assert files.source_exists(to_check) == answer