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We define a filtration of a standard Whittaker module over a complex semisimple Lie algebra and and establish its fundamental properties. Our filtration specialises to the Jantzen filtration of a Verma module for a certain choice of parameter. We prove that embeddings of standard Whittaker modules are strict with respect to our filtration, and that the filtration layers are semisimple. This provides a generalisation of the Jantzen conjectures to Whittaker modules. We prove these statements in two ways. First, we give an algebraic proof which compares Whittaker modules to Verma modules using a functor introduced by Backelin. Second, we give a geometric proof using mixed twistor -modules.

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