Cheltenham lost at home for the second successive game, despite taking the lead through Jermaine McGlashan.
Southend scored two goals on either side of half-time through Sean Clohessy (44) and Britt Assombalonga (49).
Then in the 52nd minute, Mark Phillips headed in Kevan Hurst's free-kick to finish the job.
Yeovil Town won for a club record 8th time in a row. Bristol Rovers also won, Cheltenham drew and Bristol City lost in the Severnside derby.
There were wins today for both Bristol clubs and Yeovil Town. Swindon Town could only draw and Cheltenham Town slipped to defeat.
Bath have beaten West Country rivals Gloucester 32 - 5 in the LV= Cup.