Wigan, relegated to League One last season, have hit hard times and the club went into administration in July.
Republic of Ireland international McClean made the donation to a GoFundMe page which has been set up in an effort to secure the club's future. The fund has raised £335,000 at the time of writing.
💙 A huge thank you to James McClean who has pledged £5,000 to Save Our Club 🙏https://t.co/HwN8xDOgPo#wafc #scfc pic.twitter.com/RVMHfiAkDn
— Wigan Athletic SC (@WiganAthSC) August 28, 2020
McClean, now with Stoke City, played for Wigan between 2013 and 2015.
Along with his donation, McClean wrote: "Wonderful club where I had the privilege of two great playing years there, great people that looked after me and my family, hope the club gets back to where it belongs."
McClean scored 10 goals in 86 appearances for Wigan.