But they had to sweat until Clayton Donaldson's 76th-minute winner after coming up against former goalkeeper Paul Smith in inspirational form.
The Shrimpers stopper pulled off at least a dozen top-class saves to repeatedly deny Uwe Rosler's side, who managed an incredible 30 shots.
Paul Hayes gave the hosts the lead just before the half hour when he volleyed home Lee Hodson's far-post cross from close range.
Classy Brentford then laid siege to the visitors' goal.
Harry Forrester saw a 30-yard screamer bounce to safety off the crossbar and Smith was at full stretch on the half hour to tip Forrester's rising drive over the bar before also thwarting Donaldson, Jonathan Douglas and Adam Forshaw after the break.
Southend's only first-half effort on goal came when Anthony Straker forced a brilliant reflex save from Simon Moore who palmed his volley onto the bar.
Donaldson was sent tumbling in the box by ex-Bee Mark Phillips with 55 minutes gone to earn a penalty, but again Smith saved Forrester's spot-kick.
But Paul Sturrock's side clawed their way back into the game after 68 minutes with a rare attack when Barry Corr headed home Ryan Leonard's cross at the far post.
The match-winner came with 14 minutes remaining when Donaldson's low drive took the slightest of deflections off Luke Prosser to finally beat Smith and set up a cup cracker at Griffin Park.
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