The Saddlers’ nine-match unbeaten home run came to an end with a slender defeat against Southend.
The only goal came on 17 minutes, Simon Cox firing home after Michael Kightly's cross wasn't dealt with.
The results leaves Walsall 15th in League One.
After an uneventful start, the Shrimpers took the lead on 17 minutes when Michael Kightly intercepted James Wilson’s slack pass, ran down the left and crossed into the area.
With the home defence at sixes and sevens, Josh Wright teed up former West Brom man Simon Cox to fire over keeper Mark Gillespie.
The Saddlers almost drew level five minutes later as Joe Edwards’ low shot was deflected across goal but Erhun Oztumer, sliding in at the far post, couldn’t connect.
Walsall ended the half on the offensive, with Oztumer seeing a shot blocked by a defender and Tyler Roberts having a fizzing drive beaten away by Blues keeper Mark Oxley.
Roberts was involved again in first-half injury time, threading a precise reverse pass through to Edwards, whose right-footed shot was easily held by Oxley.
Southend could have doubled their lead within 60 seconds of the resumption, Marc-Antoine Fortune turning away from two defenders in the area before flashing a powerful drive wide of the far post.
The Saddlers’ first attempt of the second half came in the 59th minute, Edwards with a weak right-footed drive which trickled through for Oxley to claim.
With the hosts struggling to get back into the game, boss Jon Whitney brought on Dan Agyei and Kieron Morris for Luke Leahy and Amadou Bakayoko.
But the changes made little difference, with Southend instead going closer to getting the next goal.
First, Cox’s shot on the turn from a half-cleared corner was kept out by Gillespie at his near post.
Substitute Nile Ranger then teed up Anthony Wordsworth to drill a left-footed shot wide from 25 yards.
Whitney made his final change with 11 minutes left, bringing on Zeli Ismail for James Wilson and reverting to a back four.
Walsall improved in the closing stages, going close in the final minute of normal time when Edwards slipped in Agyei, whose blistering drive was tipped over by Oxley.
Team: Gillespie, Wilson (Ismail 79’), Donnellan, Guthrie, Kinsella, Chambers, Edwards, Leahy (Morris 67’), Oztumer, Bakayoko (Agyei 67’), T Roberts.
Subs not used: L Roberts, K Roberts, Devlin, Jackson.