Two goals from Doug Loft could not stop Port Vale losing their first league match as Southend sealed victory.
Mark Phillips' header put Southend ahead before Liam Dickinson's 20-yard strike made it 2-0.
Loft hit back when he raced on to Gary Roberts' pass and lifted the ball over the advancing Glenn Morris.
Ryan Leonard's 30-yard shot made it 3-1 and the visitors held on despite Loft's penalty after Dickinson had fouled Gareth Owen.
VIEWS FROM THE DRESSING ROOM
Port Vale manager Micky Adams told BBC Radio Stoke:
"We never gave ourselves a chance to win the game because we were 2-0 down very, very early.
"The arrogance of the side, particularly in the first half, was that 'all we had to do was turn up today and we'd get a win.
"Whether we did enough to win the game is debatable. I felt we deserved a point but nothing more than that."