For any \({\textbf{a}}=(a_1,\dots ,a_n)\in {\mathbb {C}}^n\) , we introduce a Whittaker category \({\mathcal {H}}_{{\textbf{a}}}\) whose objects are \(\mathfrak {sl}_{n+1}\) -modules M such that \(e_{0i}-a_i\) acts locally nilpotently on M for all \(i \in \{1,\dots ,n\}\) , and the subspace \(\textrm{wh}_{{\textbf{a}}}(M)=\{v\in M \mid e_{0i} v=a_iv, \ i=1,\dots ,n\}\) is finite dimensional. In this paper, we first give a tensor product decomposition \(U_S=W\otimes B\) of the localization \(U_S\) of \(U(\mathfrak {sl}_{n+1})\) with respect to the Ore subset S generated by \(e_{01},\dots , e_{0n}\) . We show that the associative algebra W is isomorphic to the type \(A_n\) finite W-algebra W(e) defined by a minimal nilpotent element e in \(\mathfrak {sl}_{n+1}\) . Then using W-modules as a bridge, we show that each block with a generalized central character of \({\mathcal {H}}_{{\textbf{1}}}\) is equivalent to the corresponding block of the cuspidal category \({\mathcal {C}}\) , which is completely characterized by Grantcharov and Serganova. As a consequence, each regular integral block of \({\mathcal {H}}_{{\textbf{1}}}\) and the category of finite dimensional modules over W(e) can be described by a well-studied quiver with certain quadratic relations.