Ashley Barnes grabbed the only goal of the game to sink the Shrimpers as the visitors all but confirmed their own League One status.
The home side started strongly but fell behind in the 15th minute. Lee Hendrie's initial shot deflected into the path of Inigo Calderon and his shot was helped in by Barnes.
Southend missed a great chance to equalise when Jean-Francois Christophe was unable to get his head to Simon Francis' inviting free-kick.
Francis Laurent, who scored twice against Brentford on Tuesday, then blew a good opportunity when he broke clear of the Brighton defence but fired wide with only goalkeeper Peter Brezovan to beat.
Substitute Harry Crawford had Southend's first effort on target when he headed a Franck Moussa cross goalwards but Brezovan turned the ball over the bar. Barnes thought he had doubled his tally late on but his effort was ruled out for offside.