Reading loanee, who was also on loan to Southend earlier this season, Hal Robson-Kanu got the first goal for Swindon, who moved above Yeovil Town and out of the bottom four.
With confirmation earlier that midfielder Alan McCormack would again not be in the side there was a surprise when keeper Steve Mildenhall was pronounced fit to start against his former club. Poor Joycey is doomed to only get one match at a time!
Swindon rode their luck early on and could have been chasing the game before Robson-Kanu fired them into a 13 minute lead.
Adam Barrett sent a header straight into goal keeper Phil Smith's hand Theo Robinson had an angled shot beaten out and then the keeper saved from Lee Barnard.
It was from Phil Smith's save that Swindon stole the lead - Anthony McNamee climaxing a quick break by feeding Robson-Kanu to score.
Five minutes later Swindon, who had not won any of their previous six matches, struck again. Osei Sankofa was yellow carded for a tackle from behind on Billy Paynter who, under pressure, was trying to tee up a shot.
There were few protests as Bolton Wanderers target Cox drilled his 21st goal of the season into Steve Mildenhall's bottom right-hand corner.
The early nervousness Swindon had shown evaporated, while Southend became distinctly average and seldom posed much threat on the Wiltshire goal.
With 18 minutes left, Manager Steve Tilson made a triple substitution in a vain attempt to inject some life into his stagnant side.
It had little effect, save Swindon breaking away to score a third, two minutes from the end of normal time, after a controversial penalty award.
Michael Timlin appeared to fall spectacularly when Robinson made a challenge, but Greater Manchester referee Keith Evans pointed to the spot.
Cox gleefully rammed his 22nd strike of the season into the roof of the Southend net. The result, which boosted Swindon's survival prospects, probably ended any faint hopes Southend had of making the play-offs.
In truth it was a tired performance, lacking any real spark or imagination, one away game too far, and our 10th in 5 weeks, against a team whose striking talent always seemed to have them in a false league position.
What's important is that we get up the 11th game, against Carlisle at Roots Hall on Saturday, and show this was a one off al la Crewe and Millwall and we can get straight back on a winning run again.
Blues boss Steve Tilson had 'no excuses' for the defeat and you can read his post match views here:
www.southendunited.co.uk/page/NewsDetail/0,,10444~1593336,00.html