Ryan Hall fired the Shrimpers in front with a 25-yard free-kick after 19 minutes.
Michael Duberry blocked Neil Harris' run, which earned the defender a yellow card, and Hall drove the free-kick over the head of the U's 19-year-old stand-in goalkeeper Connor Ripley, who had joined from Middlesbrough on an emergency loan.
Paul Sturrock's men doubled their lead on the half hour as Bilel Mohsni headed in Peter Gilbert's cross, giving debutant Ripley no chance as he directed the effort superbly into the bottom corner.
Only a fine saving clearance off his own line by Duberry from Harris prevented Oxford going three down before half-time. Chris Wilder's team had begun the match well, with Jon-Paul Pittman lively and Dean Morgan forcing Cameron Belford to save well.
Pittman had a header saved and in the second half substitute Cristian Montano had strong appeals for a penalty turned down after he went down in the box from Harris' challenge.