Will Atkinson's early strike, a Lee Barnard penalty and Jamar Loza with his first senior goal ended the hosts' wretched run and closed the gap on their sixth-placed opponents to just three points.
Following a bright start, Atkinson deservedly put Southend ahead on nine minutes after Michael Timlin failed to control Loza's low centre.
The ball spun up off Timlin and into the path of the on-rushing Atkinson, who planted a left-footed shot low and hard past Oxford keeper Ryan Clarke.
Six minutes later, Clarke came rushing out to deny Loza, but only managed to bring down the on-loan striker and Barnard (17) sent the keeper the wrong way from the resulting penalty.
The hosts continued to have the better of the chances in the second half, but the impressive Clarke made a string of fine saves from Kevan Hurst, John Egan and Ryan Leonard before Loza's persistence allowed him to cap a bright display with third four minutes from time.