The Shrimps have now triumphed in five and drawn one of the six meetings between the two teams. And it was a first-half goal from Andrew Fleming which handed them their latest victory against the Shrimpers.
The midfielder won the ball back from Southend's player of the year Sean Clohessy before firing past goalkeeper Paul Smith.
"I don't think Southend really had a shot in the second half and it's certainly a nice, positive way for our season to end," said Bentley.
"Andrew never gave up for the goal and that summed up our performance. We seem to be a bit of a bogey side for Southend and I don't think they've ever beaten us.
"But we were a bit sloppy early on and they missed a couple of good chances but after we went in front I thought we were very good.
"We defended well and I can't praise the players enough for that display."