Full-time score from Roots Hall
The visitors started the game brightly, James Henry finding particular joy down the right. His drilled cross was cleared before he found Chris Taylor, who fired over.
Southend United provided a stern test for Millwall as preparations for the season opener next Tuesday against Crawley Town drew to a close.
With 21 minutes on the clock, Jack Smith found Henry down the right flank who lofted a cross towards the back post for Taylor to head past former Lion Tony Warner for his third goal in his last two pre-season games.
It wasn't long until The Lions were suitably rewarded for their early dominance with two goals in quick succession.
Three minutes later, it was two. Dany N'Guessan charged forward and with Southend central pair Straker and Cresswell standing off him, gave himself a yard to fire into the bottom right corner past a helpless Warner.
There was to be more action minutes after, but this time at the other end. A deep cross into the box was handled by summer signing Karleigh Osborne, Referee Andy D'Urso pointing to the spot without hesitation. To the delight of the travelling faithful, Lions legend Neil Harris stepped up, but his side-footed effort was saved superbly by Maik Taylor.
The second-half began with a very different pattern, the home side coming out of the blocks quickly and forcing a number of corners to no avail. On the hour mark, however, they forged a way past Maik Taylor. Harris, increasingly influential as the game wore on, broke into the box on the right and his pinpoint cross was headed in by John Spicer, leaving Taylor with no chance.
The goal gave the home side renewed hope, and with crowd favourite Freddy Eastwood arriving from the bench, they had added impetus going forward. Anthony Straker nearly got lucky with a cross which had Taylor scrambling, before Phillips twice headed wide from Ryan Hall corners, the winger impressive throughout.
The ground erupted with 90 minutes on the clock, but there was to be no dream equaliser for Neil Harris. Ferdinand dribbled his way into the box down the left, but Harris had moved into an offside position, his header rightly chalked off. Southend
: Warner, Clohessy, Straker, Leonard (Donnelly, 78), Cresswell (Barker, 35), Phillips, Hall, Spicer, Harris, Benyon (Ferdinand, 64), Hurst (Eastwood, 64). Subs: Barker, Bentley, Prosser, Martin, Eastwood, Donnelly, Ferdinand, Woodyard.
Millwall: Taylor, Smith, Osborne, Lowry (Dunne, 45), Malone, Henry, Abdou (Wright, 62), Trotter, Feeney (Marquis, 79), C.Taylor, N'Guessan (Barron, 78). Subs: Forde, Dunne, Wright, Racon, Marquis, Barron, Ward, Goodman, O'Brien.
Att: 1,461 (away 504)