The Shrimpers had won 11 of their last 14 matches going into the game and were hoping to keep up their bid for a play-off place. And despite creating a hatful of chances, they were undone on the hour by Mark Wright’s goal before he grabbed a second in stoppage time.
Luke Chadwick picked the ball up and passed to Stephen Gleeson on the right, whose cross into the box was perfectly met by Wright who headed past Blues goalkeeper Steve Mildenhall.
The second goal came in time added on when Dons broke upfield as Southend chased an equaliser. Gleeson charged forward and passed to Wright who stroked the ball home from just inside the box.
Dons had earlier had their goalkeeper Willy Gueret to thank for keeping them in the match. The Frenchman superbly parried a half-volley from Theo Robinson in the third minute and saved from an Alan McCormack shot.
And only a header off the line from Sean O’Hanlon stopped Lee Barnard giving the hosts the lead. Dons had earlier seen a Gleeson shot deflected out for a corner and Jason Puncheon fire wide.