Just four days after losing the Johnstone's Paint Trophy final against Crewe at Wembley, Phil Brown's men were taken apart in a dominant last half hour by Keith Hill's resurgent side.
It was Rochdale's third consecutive win and saw them go level with their opponents on 57 points in the table.
The home side took the lead in the 34th minute when Michael Rose was bundled over on the edge of the area. The full-back sent the resulting set-piece flying into the left-hand corner of Paul Smith's net.
The visitors levelled soon after the break when Mark Phillips got the slightest of touches to a Kevan Hurst free-kick, his glancing header briefly giving Southend the initiative.
But Bobby Grant headed home George Donnelly's cross before curling home a 20-yard finish to make the result safe for Dale.
Ashley Grimes' neat finish rubbed salt in the wound for Southend before Barry Corr - who had earlier hit the foot of the post with a header - powered home a Freddie Eastwood corner in time added on to reduce the arrears.