Fryatt's first came shortly after the restart when he overcame some testing conditions in the Southend box to fire home before doubling his tally with a fine individual effort in added time.
David Meyler slipped a neat ball into the path of Fryatt, who jinked his way in and out before smashing his shot beyond David Bentley in the Southend goal.
Brown, hailed a hero in Hull after guiding the club to the top flight for the first time in their 104-year history, was unable to orchestrate a cup upset or haunt his former employers.
With threats of a thunder storm looming, neither side was able to seize control of the fixture, early on, as Barry Corr and Abdoulaye Faye both found their way into Lee Mason's book for mistimed tackles on a slippery Roots Hall surface.
Despite such a different side of nine changes from the last Premier League game at Norwich, which they lost 1-0, Hull soon settled and started to take control of midfield.
It was Southend, however, who manufactured the first opening of the game when Ryan Leonard crossed to find Corr, whose bullet header forced a point-blank save from Steve Harper.
Brown's side did display plenty of attacking fervour, with Michael Timlin and Kevan Hurst linking up on the counter twice, but neither was able to fashion a chance having made good territory.
Hull found their stride as the half-time whistle approached but Southend goalkeeper Bentley was more than equal to the attempts of Yannick Sagbo and Fryatt.
Sagbo's header from a George Boyd cross caused Bentley to dive low to his right post before Fryatt's shot from inside the box was parried away for a corner.
Hull should have been ahead on 34 minutes.
Boyd beat the offside trap down the left and centred to Danny Graham for what looked a tap-in. However, the striker - on his first appearance since New Year's Day - scuffed his shot straight at the keeper.
Southend continued where they left off after the break, as Timlin broke into Hull territory before rattling the woodwork with a stinging 30-yard shot.
On 57 minutes, Graham's angled drive from Boyd's pass was saved at the near post before Bentley got down to boot away a deflected 18-yard effort from Meyler.
Bentley's resilience was broken on the 63rd minute however, as Fryatt tip-toed through a muddy penalty area before composing himself to fire beyond the 20-year-old goalkeeper.
Buoying with confidence, Hull continued to press and came close to a second when Stephen Quinn shot from a quickly-taken Boyd corner went just wide.
Boyd skipped down the wing once again to provide a cross, which this time, Quinn could not quite connect with as Hull threatened to put the tie to bed.
Bruce took the opportunity to give winger Robbie Brady, who is making a comeback from injury, a run out and the Irishman made an immediate impact.
Brady worked himself into space on the edge of the box before unleashing a fine shot towards to the top right-hand corner, forcing another splendid save from Bentley in the Southend goal.
Southend pressed in the closing stages, played out during heavy rain, but other than a couple of scrambles in the Hull area as Corr fired over, they never really threatened to force a replay.
Fryatt made sure of progress when he cracked home a second in stoppage time after collecting a ball down the right and cutting in at the near post.