Worried about your privacy of chat messages ? nowadays whatsapp is most common messaging application in mobile platforms.
There is no inbuilt option to lock the Whatsapp application. and the application not working with a direct authentication mechanism. your phone number is the username and Whatsapp application itself create a key for the authentication and hardcoded in to the local database. Decrypt/sniff that password is a different topic whcih we will discuss later. Messages can be leaked if the phone can be physically access or stolen. people are asking this feature in whatsapp forums and they are recommending users to use application locking software.
you might already using lock screen with passwords or pattern. apart from that if you want specific password for your whatsapp, you should use any application locker. There are many softwares recently listed in play store specifically targeted on users searching for whatsapp lock. applications like “Lock for WhatsApp”, “WhatsApp Lock”, “Secure Chat – Lock messenger” are examples of that.
Why you need a separate locking software for each chat messenger ? you may also using Skype, wechat, telegram, hike etc. So all you need to do is, just configure a single software to lock all the application. Check google playstore for “application locks”