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."
Port Vale 12 Tomlinson 02 Yates 05 McCombe 06 Owen 15 Collins 25 McDonald (Williamson - 46' ) 04 Griffith Booked 07 Loft 14 Roberts (Dodds - 70' ) 17 Rigg (Haldane - 46' ) 11 Pope Booked Substitutes 01 Martin 03 Taylor 16 Haldane 08 Dodds 19 Williamson Southend 01 Morris 02 Clohessy 15 Phillips 16 Prosser 18 Leonard (Hall - 80' Booked ) 23 Barker 07 Grant Booked 11 Sawyer 12 Ferdinand 09 Harris (Sturrock - 90' ) 22 Dickinson (Bilel - 76' ) Substitutes 17 Bentley 06 Bilel 04 Hall 14 Johnson 21 Sturrock