The Saints took the lead in controversial circumstances after just six minutes through Neal Trotman at Roots Hall.. The centre-back stabbed the ball home from close range after Southend goalkeeper Steve Mildenhall failed to collect a Rickie Lambert header from Papa Waigo N'Daiye's cross.
Southend's players claimed Mildenhall had both hands on the ball but referee Grant Hegley allowed the goal after consulting his assistant.
The Shrimpers got back on terms after 27 minutes following a foul on Dougie Freedman by Dan Harding. Left-back George Friend curled the resulting direct free-kick into the top-right corner from 25 yards.
But five minutes later Saints restored their lead when Simon Francis' poor clearance fell to Morgan Schneiderlin and his shot defected off Adam Lallana's chest and into the bottom-right corner of the goal.
And on the stroke of half-time Lallana made it 3-1 when he raced onto goalkeeper Kelvin Davis' long goal-kick and fired into the right of the goal from the edge of the box.