Tom Bradshaw and Sam Mantom were on target to secure a first away league win of the season and successive victories for the Saddlers in the space of four days.
The result capped off a fine week for Tom Bradshaw who fired in his fourth goal in two games whilst Mantom registered his first in 17 months.
The first chance of the game fell to the hosts. A cross from the left fell to Joe Pigott at the back post who fired in a shot across goal. Etheridge was down quickly to his right to parry into the path of David Mooney who could only prod wide from 6 yards out.
The Saddlers settled down after that early warning, Romaine Sawyers and Sam Mantom seeing more of the ball.
The ever-maturing Rico Henry was starting to cause problems down the left and with just 9 minutes on the clock, the Saddlers made the breakthrough.
The young fullback found space down the left and picked out Tom Bradshaw with his back to goal.
Jason Demetriou was sniffing around too but it was the lethal frontman who spun his marker and fired in the opener into the bottom corner.
The hungry frontman was quickly looking to double his tally moments later, his shot cannoning off Cian Bolger after some direct running from Jason Demetriou.
The hosts then went in search of an equaliser and began to enjoy more possession inside the Saddlers half though Henry and Demetriou, continued to pose a threat down the flanks.
Ryan Leonard had the home crowd on the edge of their seats half way through the first period. The wide-man found acres of space down the right before fizzing a ball across the six-yard box but no blue shirt was there to tap in.
Sawyers then engineered some space down the flank before pulling a ball back from the byline. Mantom had more time than he realised and could only side foot straight at Bentley in goal.
Moments later the Walsall midfield man was in on the action once again, his deflected effort forcing Bentley to readjust and make the save.
A dominant half from the visitors.
HALF TIME: Southend United 0-1 Walsall (8’ Bradshaw)
The hosts started the second period on the front foot. Weston and Pigott testing Etheridge in the opening few minutes.
But just when the hosts started to gather some momentum, the Saddlers struck again.
Andy Taylor combined with Rico Henry down the left with the former’s cross deflecting to the edge of the box. In came Sam Mantom who coolly placed his shot low into the bottom corner to double Walsall’s lead and register his first goal since March 2014.
It should have been three soon after. Demetriou intercepted a square pass on the edge of our box and set Tom Bradshaw away down the right. The prolific frontman launched a blistering counter attack and squared to Romaine Sawyers 8 yards out who took too much time on the ball and fired against Bentley.
The visitors were nearly made to pay five minutes later.
Substitute David Worrall shifted the ball onto his left foot and delivered an inch perfect cross to Anthony Wordsworth. The commanding midfielder nodded past Etheridge but up went the linesman’s flag.
The Saddlers continued to dominate proceedings in front of the increasingly frustrated home support.
There was a glimmer of hope for Phil Brown’s men with ten minutes left . Rico Henry having to clear from off the line after Wordsworth corner caused havoc in the box.
With the game now stretched, it was Mantom’s turn to test Bentley. Second half substitute James Baxendale played a slide rule pass between defenders down the right only for Mantom to be denied by the sprawling Southend goalkeeper.
There were late chances for Cook and Baxendale before Bolger lifted the last chance of the game over the bar.
Attendance: 6149 (373 away)
Starting XI: Etheridge, Taylor, Downing, O'Connor, Demetriou, Henry, Chambers, Flanagan, Mantom, Sawyers, Bradshaw