Midfielder Marlon Pack put the Robins in front from the penalty spot in the 13th minute at Roots Hall on Tuesday night, after Shrimpers midfielder Alex Woodyard had needlessly brought down Russell Penn inside the penalty area.
Pack rolled the spot kick in to the right-hand side of the goal, with Southend goalkeeper Paul Smith diving in the opposite direction.
Boyhood Southend fan Paul Benson then doubled Cheltenham's lead in the 38th minute when he capitalised on a defensive mix-up between centre back Michael Spillane and Smith to prod the ball into the back of the net.
The strike handed Benson his first Cheltenham goal and killed off a disjointed Southend side who created few clear-cut chances.
However, they did bag a last-gasp consolation when the on-loan Ben Reeves guided a right footed shot in to the top right-hand corner of the net.