Walsall slipped to a third successive defeat in all competitions as Emile Acquah struck late on to give Southend United all three points.
The Saddlers will rue Elijah Adebayo’s penalty miss after he struck the crossbar from the spot on a frustrating afternoon at the Banks’s Stadium.
Walsall boss Darrell Clarke made seven changes to the team that lost 1-0 to Oxford United in the Papa John’s Trophy in midweek.
Liam Roberts, Cameron Norman, Zak Jules, Liam Kinsella, Elijah Adebayo, Wes McDonald and Rory Holden all came into the side in place of Jack Rose, Hayden White, Mat Sadler, Stuart Sinclair, Emmanuel Osadebe, Jack Nolan and Jake Scrimshaw.
The game started in a lively fashion as both sides had opportunities in the opening two minutes. Brandon Goodship found himself one on one with Liam Roberts but the Saddlers stopper closed him down brilliantly to block his shot. Walsall went straight down the other end and had a chance through Caolan Lavery that was blocked.
Seven minutes later, the Saddlers forced Mark Oxley into a save when Holden danced into the area before he set up Alfie Bates who struck it well but Oxley parried it behind.
Roberts also had to make sure he was at his best when he twice denied Timothee Dieng on 18 minutes with two fine saves low to his left.
Another chance fell Dieng’s way but Roberts made it a hat-trick of saves against him when he parried his header away after a Southend free-kick and the first half ended goalless.
The Saddlers enjoyed the majority of the possession at the start of the second half as they came out looking to stamp their authority on the game.
Clarke introduced Scrimshaw and then Sadler in place of Lavery and Cockerill-Mollett midway through the half.
Osadebe also followed as he replaced Kinsella as Clarke rolled the dice in search of a winner.
The Saddlers continued to dominate possession but Southend continued to hold firm.
The visitors had a chance when Goodship fired in a powerful shot that Roberts had to push away.
Walsall came close to taking the lead on 78 minutes when a corner found the head of Scarr whose attempt was saved before Scrimshaw followed in but Southend had too many bodies in the way.
The Saddlers were presented with a glorious opportunity to take the lead with nine minutes to go when they were awarded a penalty after Norman was clipped by Tom Clifford.
Adebayo stepped up but his spot kick cannoned off the crossbar.
The Saddlers continued to probe but it was the visitors who broke the deadlock late on when substitute Emile Acquah turned and squeezed his shot into the far corner to give the visitors the lead on 88 minutes and it proved to be the winner.
Bates was sent off for a second bookable offence in added time to compound a frustrating afternoon for Walsall.
Roberts; Norman, Jules, Scarr, Cockerill-Mollett; Holden, Kinsella, Bates, McDonald; Lavery, Adebayo
Subs: Rose, Sinclair, Guthrie, White