Walsall suffered back-to-back defeats for the first time since April after losing at Southend.
The Saddlers should have taken the lead inside four minutes when an unmarked Josh Ginnelly glanced a free header wide from Conor Ronan’s accurate right-wing cross.
In a bright start from Dean Keates’ side, Morgan Ferrier had the ball in the net on 13 minutes but the goal was disallowed for an earlier foul by Jon Guthrie.
The visitors’ first moment of alarm came on 22 minutes when Ben Coker’s angled drive was palmed away by keeper Liam Roberts after good work from Stephen McLaughlin.
But the Shrimpers broke the deadlock from the resulting corner as a full-stretch Roberts tipped Taylor Moore’s flicked header onto the bar and Harry Bunn hooked home the rebound.
Walsall responded positively to the setback; Luke Leahy’s deflected free-kick whistled narrowly over and Ronan’s in-swinging low corner somehow evaded everyone and flashed just wide.
Blues captain Sam Mantom almost came back to haunt his former club early in the second half when he drilled a right-footed shot wide from 25 yards.
Ginnelly had a golden chance to equalise moments later but his firm header from Luke Leahy’s delightful cross was expertly tipped over by home stopper Mark Oxley.
In the main, chances proved few and far between in a cagey second half.
With the Saddlers making little headway going forward, boss Dean Keates brought on Andy Cook for Ronan and reverted to his favoured 4-4-2 formation.
But instead Southend doubled their lead with 14 minutes remaining when Timothee Dieng powered home a close-range header from Mantom’s corner.
Substitute Shawn McCoulsky almost made it 3-0 but his near-post strike was parried by Roberts, who then kept out Michael Turner’s downward header from another set-piece.
And a third goal arrived eight minutes from time as Bunn’s right-footed shot deflected off Jack Fitzwater’s leg and looped over a helpless Roberts.
Saddlers team (4-1-4-1): L Roberts; Wilson, Fitzwater, Guthrie, Leahy; Osbourne; Morris, Ronan (Cook 72’), Dobson, Ginnelly; Ferrier.
Subs not used: Dunn, Devlin, Ismail, Kinsella, Johnson, Gordon.