The news that Francis Laurent had picked up a late hamstring injury saw Jean-Francois Christophe back in midfield.
Southend received a very early shock when Millwall striker Steve Morison headed just over after only 25 seconds.
However, Blues new signing Matt Paterson escaped his markers twice in the first half hour, first shooting over the bar from a strong Franck Moussa run, then a deflected effort from the left being saved by Lions keeper David Forde.
Inbetween there was some handbag stuff involving Damien Scannell but it soon passed over with the help of a few Shrimpers.
A moment of danger came when Millwall's new loanee forward from Peterborough, the giant Shaun Batt, found himself in a good position 16 yards out but shot straight at Steve Mildenhall.
Yet it was Morison, being allowed too much space by the Shrimpers central defence, who with a shot and two headers in quick time, was looking the most dangerous Lion to the away side.
Then an incredible five minutes into first half injury time events unfolded that happen when the force is certainly not with you.
Referee Karl Evans decided that Batt was not fouled by makeshift centre back Simon Francis, not a view shared by the travelling faithful, which led to a cross from the right finding Jack Smith, who mishit his shot, that found Danny Schofield, who said thanks very much six yards out though looking in an offside position!
Certainly assistant boss Paul Brush thought so and decided to pass on his views directly to the match officials on the pitch as the half came to an end, only to be dragged away by kit-man Steve Parmenter.
Osei Sankofa felt ill enough at half-time to be replaced by Stuart O'Keefe allowing Christophe to move to right-back.
Skipper Adam Barrett and Scannell both had long range strikes miss the target as the usual sight of Southend having planty of the ball but doing very little damage with it. Once again, the writing was on the wall.
So no surprise when in the 64th minute Batt, in a similar position to his earlier miss, this time curled his shot away from Big Steve and the ball landed in the right hand corner of the net.
The Moose had another one of those shots that just don't seem to trouble the opposition keeper nowadays before Millwall captain Paul Robinson had a glorious chance to tie things up with 21 minutes left but headed inches wide when totally unmarked in the centre.
A double substitution of Scott Spencer and Dougie Freedman for Paterson and Anthony Grant, a tame 20 yarder from Scott Malone, and that was that.
On a freezing night indeed Southend fans must be feeling cold about their sides prospects for the rest of the season at this moment in time.
Southend player markings: Mildenhall - 6, Sankofa - 5 (O'Keefe h-t - 6), Francis - 5, Barrett - 6, Malone - 6, Scannell - 5, Grant - 6 (Spencer 72 - 6), Christophe - 5, McCormack - 6, Moussa - 5, Paterson - 6 (Freedman 72 - 5
Referee: Mr. K. Evans - 5.