A penalty from Paul Wotton and a well-taken effort from striker Reuben Reid secured the Pilgrims all three points as they moved up to 20th in the standings.
A delighted Sheridan said: "It is good to get back-to-back wins and it was a very good performance and a solid win against good opposition.
"We created a lot of opportunities and defended well when we needed to.
"Everyone knew what their jobs were and it was a good performance after a long journey.
"Southend are a very good team with good players and they were a threat so I'm happy we have managed to keep a clean sheet and win the game against a team like Southend because I believe they are one of the best in the league."