If it was a once off comment that he thought was funny, it says a lot more about him than anything else.
If this is just the latest in a series of comments and remarks, it is highly inappropriate behaviour for a person in authority, and under Health and Safety legislation, your employer has the duty to provide you with a workplace in which you do not feel threatened or unsafe.
If it is bullying, it is not whining to complain about it. When someone is being bullied constantly, it may sound like something very silly that is the 'last straw' and makes the victim complain, but for the victim is is a big thing.
Through my work I have met a number of people whose lives have been badly affected by bullying, and it is not anything I would ignore.