Adam Dugdale scored the only goal of the game to give Crewe the advantage over Southend after the first leg of the League Two play-off semi-final.
Centre-half Dugdale headed home Ashley Westwood's free-kick early in the second half to ruin the Shrimpers' run of five successive clean sheets.
A fine save by visiting keeper Cameron Belford denied AJ Leitch-Smith another.
But Southend had chances, Steve Phillips saving from Michael Timlin, before Bilel Mohsni headed just over.
Crewe, now unbeaten in 17 games, were worthy winners over Southend, who arrived at Gresty Road in impressive form having won four of their last five matches.
And the Alex once again did it without captain David Artell, who, having missed three games with hamstring trouble, was forced out because of a broken bone in his foot sufffered in training on Thursday.
Crewe showed first on a sun-kissed evening in Cheshire, with Matt Tootle almost getting on the end of a Byron Moore cross, while teenage top scorer Nick Powell was crowded out in the box after some clever footwork.
Southend struggled to test Phillips in the first half but Ryan Hall had a shot blocked soon after the restart as they began with greater intent.
But it was Crewe who grabbed the lead when Westwood launched a free-kick into the visitors' box and Dugdale looped a header over Belford.
The visiting keeper then superbly pushed Leitch-Smith's effort over the bar before his side finally found their feet in the final 20 minutes.
Phillips had to parry well when Mohsni cushioned a header into the path of Timlin, before Mohsni, who scored three of his 13 league goals this season in Southend's leageu double over the Alex, headed over at the far post.
There was still time for Hall to drive wide from 20 yards but Crewe held on to ensure they take a lead to Roots Hall on Wednesday night (16 May, 1945 BST).
VIEW FROM THE DRESSING ROOM
Crewe Alexandra manager Steve Davis told BBC Radio Stoke:
"It was a big contest today between experience and youth.
"Five or six of this team are in their first season in professional football and they've coped very well. We were mindful of Mohsni's threat in the air and that worked.
"But now we've got to do it all again down there and that's going to be very hard. And Southend will be wounded.
"We've got to be ready for what they throw at us on Wednesday night."