The Shrimpers withstood an early spell of pressure from the Bees but fought back to open the scoring in the 27th minute, with Tamika Mkandawire scoring for the first time since August 2011.
The on-loan Millwall midfielder, who was being watched by Lions boss Kenny Jackett in the stands, collected a half cleared right-wing cross from Kevan Hurst before bringing the ball back on to his left foot and firing a deflected 20 yard shot in to the bottom left hand corner of the net.
Southend then doubled their lead in the 40th minute as Hurst`s stunning 25 yard effort arrowed in to the top left hand corner.
After the break, Barry Corr hit the crossbar from 12 yards before the Bees bagged a late consolation when Paul Hayes raced on to a long ball forward from Lee Hodson and fired past Paul Smith.
Coventry City knocked Sheffield United out in the northern section 4-1 on penalties after the match had finished 1-1.
Harry Maguire and Ryan Flynn missed spot kicks for the Blades as John Fleck converted the decisive penalty.
It was a bad night for Maguire as his 58th minute own goal gave Coventry the lead in the 58th minute before David McAllister tapped in from close range nine minutes from the end to send the match to penalties.
Bradford remain in all three cup competitions after two second-half goals sent them into the northern area semi-finals with a 2-0 victory at Port Vale.
Bradford scored just 47 seconds after the interval when fine play by Garry Thompson set up Ritchie Jones to side-foot a perfect shot low inside Chris Neal's left-hand post from 16 yards.
Vale fans were incensed in the 53rd minute when Jennison Myrie-Williams was booked for diving after he looked to have been tripped in the penalty area by Carl McHugh.
And it turned out to be a big call by referee Darren Drysdale as the unmarked Craig Forsyth tucked a 14-yard shot inside Neal's right-hand post following more excellent work by Thompson just two minutes later.
Oxford keeper Ryan Clarke saved two penalties as United advanced into the southern area semi-finals 3-1 on penalties after a 1-1 draw at Plymouth.
Alex MacDonald, who will now return to Burnley following the end of his loan stay in Devon, curled in a scorching free-kick from the left-hand touchline in the 20th minute to give the home side the lead, an right-footed effort that gave Clarke little chance.
Oxford equalised in the 62nd minute through target man James Constable after home keeper Rene Gilmartin flapped away a cross under pressure from Sean Rigg before they progressed on spot-kicks.
Robbie Blake missed from the penalty spot as Doncaster crashed out of their second cup competition in the space of four days, losing 5-3 at Crewe following a 1-1 draw.
Chris Brown's last-gasp goal cancelled out Mathias Pogba's first-half strike to take 10-man Crewe to penalties.
But Blake smacked the crossbar with his spot-kick as the Alex held their nerve and tucked away every penalty.
Yeovil eased into the southern semi-finals with a comfortable 2-0 win over ten-man Wycombe.
First half goals from Ed Upson and Sam Foley ensured Gary Johnson's side avoided an upset against League Two Chairboys, who had Matt Spring sent off in the first half.