Millwall's home hoodoo struck again as goals either side of half-time from David Mooney (37mins) and Adam Barrett (49mins) condemned The Lions to a fourth successive home League defeat at The Den.
It was an afternoon of total frustration for Neil Harris' sides, who despite showing flashes of the form that had seen his charges go into the game on the back of three successive victories, were never really at their fluid, attacking best.
When the miss-firing Lions did create any clear chances, they found Shrimpers' goalkeeper Daniel Bentley in inspired form, with the stopper making three top drawer saves in the second-half.
Harris named an unchanged team for the second game in a row and an even start saw both sides create half-chances.
David Worrall fired wide of the left post from 20 yards for the visitors and then moments later last weekend's hat-trick hero Aiden O'Brien headed straight at Bentley from Jimmy Abdou's 17th-minute right wing cross.
A bit of smart thinking by Steve Morison set up O'Brien on 34 minutes with Millwall's best chance of the half. Morison's throw on the left looped over two Southend defenders and was picked up by O'Brien who scampered down the left side of the penalty area and saw his low shot blocked by the advancing Bentley.
Southend took full advantage of that let-off and just three minutes later had edged ahead. Worrall capitalised on some hesitancy in the home defence on the right and whipped over a deep cross that Mooney converted with a firm near post header.
The Lions had a decent opportunity to level four minutes before half-time when Carlos Edwards' right wing cross dropped invitingly to O’Brien, who failed to connect cleanly and slashed his shot over the bar from 12 yards.
Millwall had hoped that the break would give them an opportunity to regroup and kick on during the second-half, but didn't counter for Southend doubling their lead just four minutes after the restart.
Michael Timlin, born a stones' throw from The Den, received the ball back from Mooney before delivering a fine cross from the left which Barrett powered into the back of the net with an emphatic header.
The Lions responded by immediately bringing on Lee Gregory for Ed Upson, with Paris Cowan-Hall and then Shane Ferguson joining the action in a bid to try and get a foot back in the game.
Morison went close with a header from Tony Craig's inviting delivery and was then denied a certain goal by the agility of Bentley, who dived full length to his right to divert the striker's stinging 71st-minute effort after the frontman had done brilliantly to create space in the penalty area.
Bentley was at it again in the 78th minute when he somehow got down low to his right hand side to deny O’Brien from six yards after good work by Ferguson as Millwall pushed on.
Shrimpers' keeper Bentley then got his fingers to the ball to push away Shaun Williams' long-range effort as The Lions huffed and puffed, but could simply not find a way through.
A disappointing afternoon was summed up in the dying seconds when a poor challenge by Shrimpers' sub Glen Rea left Byron Webster crumpled in a heap on the floor with the Millwall defender hobbling off at the final whistle.
Archer, Edwards, Craig, Beevers (Ferguson, 69mins), Webster, Abdou, Williams, Upson (Gregory, 51mins), Onyedinma (Cowan-Hall, 68mins), O'Brien, Morison. Subs not used: Forde, Martin, Marquis, Thompson.
Southend United: Bentley, Prosser, Worrall, Timlin, Mooney (Weston, 84mins), Bolger, Leonard, Deegan, Pigott (90+4mins), O'Neill, Barrett (Rea, 54mins). Subs not used: Smith, Wordsworth, Payne, Atkinson, Rea.
Bookings: Timlin (7mins), Deegan (77mins)
Scorers: Mooney (37mins), Barrett (49mins)
Ref: M. Haywood
Att: 10,228 (away 1,097)