How can I stop Android to show my WhatsApp media in Gallery/Photos app

Update december 2017: WazzapMigrator automatically hides the media from the Android gallery, just delete the WazzapMigrator folder and restart your phone.

That's the way Android works, as it automatically indexes every media you get. Anyway, you can override this behavior by using Nomedia app (free on Google Play Store), an useful app that excludes any given folder from the Media manager. Please note that you need to restart your phone in order to achieve this.