According to the Men’s Journal both are correct:
It depends on where the spirit comes from. In short, the spelling “whiskey” is common in the United States and Ireland. The rest of the world, including Japan, Scotland and Canada, uses “whisky.”
In a nutshell:
“Whisky”: Most of the world including Scotland, Japan, Canada, Australia, England, Finland, Germany and India
“Whiskey”: Just the U.S. and Ireland.