Most of the first half pressure came from Rotherham, but it was the visitors who had the ball in the net, only for Assombalonga's close range effort to be ruled out for offside.
Most of Rotherham's approach work, though, was thwarted by Southend's central defenders, Chris Barker and former Rotherham favourite Ryan Cresswell. Lionel Ainsworth fired just wide after 10 minutes for the home side and Ben Pringle and Gareth Evans both had shots saved by Paul Smith.
At the other end, Scott Shearer tipped a Kevan Hurst shot over the bar and Assombalonga had another effort saved by the Rotherham shot-stopper just before the break.
But, six minutes after the break, Assombalonga got his name on the score sheet with a goal that did count. David Martin's cross from the left was inch perfect and Assombalonga had a simple nod in from just under the crossbar.
And 14 minutes later Assombalonga did it again. This time the ball came from Sean Clohessy on the right and on-loan Watford ace Assombalonga brushed aside the challenge of Ian Sharps and turned and fired into the top corner for his ninth goal this season. Southend weren't finished and on 72 minutes, Assombalonga's shot was touched on to the crossbar by Shearer and Martin was lurking to head home the rebound.