The keeper was called in to action on several occasions during the first half while Shrimpers striker Gavin Tomlin was twice denied by the woodwork.
Neal's first save came midway the first half when he did well to push a well-struck volley from Tomlin around the left post.
Tomlin then fired a close range shot against the outside of the right post and in the 36th minute the striker had an 18-yard effort that bounced back off the opposite upright.
Vale's best chance came when Tom Pope played in Ben Williamson but his shot was pushed wide for a corner by Southend goalkeeper Paul Smith.
The home-side got back on top with Britt Assombalonga having a powerful effort impressively clawed out by Neal before the keeper pushed away a curling 20 yard shot from Tomlin.