Nearly 12 months to the day since the Robins were knocked out of the competition after a 4-1 reverse in extra time at Roots Hall, Town secured their place in the second round.
Gill accounted for Southend two days short of the anniversary of that first round exit in 2007 in a match that will not live long in the memory.
The first effort on target saw Southend striker Lee Barnard rifle a 20-yard shot straight at Shane Higgs in the Robins' goal.
Ashley Vincent then blew a great chance to put the visitors in front a minute later when he benefited from a mistake by Anthony Grant, but could only shoot tamely straight at Steve Mildenhall.
Southend created the better openings after the break.
Kevin Betsy blew a great chance on 58 minutes when Grant's long ball from the centre of the park allowed Betsy to burst into the box from the left, but he skied his shot over the bar when clear on goal.
Cheltenham then had Higgs to thank for a double save which kept the scores level. Damian Scannel beat two Robins' players before sending in a centre from the left on 70 minutes.
The ball was met in the centre of the area by Betsy whose first shot was punched clear by Higgs, before the goalkeeper parried Betsy's follow-up.
Both sides had chances in extra time but Alex Russell set up the winner when he picked up Alan Wright's pass on the left and crossed to the far post where Ben Gill stooped to head home off Mildenhall's right upright five minutes from time.
Southend twice came close to equalising from Peter Clarke headers but were unable to force a penalty shootout.