WhatsApp introduces WhatsApp desktop app. Now, you need not go to the WhatsApp Web on your web browser to access WhatsApp. Just download the app and have fun with it. It has the same concept as WhatsApp Web. You will need to scan a QR code to start and it will communicate with your phone to show your WhatsApp.
Here is an excerpt from their blog post.
The new desktop app is available for Windows 8+ and Mac OS 10.9+ and is synced with WhatsApp on your mobile device. Because the app runs natively on your desktop, you’ll have support for native desktop notifications, better keyboard shortcuts, and more.