Match ends, Dover Athletic 1, Southend United 0.
Sol Campbell accused his Southend side of being "scared to score" and admitted he faces an "incredibly hard" job to turn their fortunes around after they were knocked out of the FA Cup by non-league Dover.
A late goal from Dover debutant Ruel Sotiriou condemned Campbell to a fourth successive defeat since replacing Kevin Bond at Southend, who have lost 18 of their 22 games in all competitions this season.
Substitute Sotiriou, on loan from Leyton Orient, outmuscled defender Harry Lennon to latch onto a ball forward and fire a fierce shot past Shrimpers goalkeeper Nathan Bishop from a narrow angle in the 84th minute.
Southend - who stayed up on goal difference last term - are eight points from safety in League One and are only kept off the foot of the table by Bolton's 12-point deduction for entering administration.
"It seems like there's a big lag here, a massive lag from previous seasons," Campbell told BBC Essex. "It's almost as if the team played with a handbrake on.
"Just looking at the figures from last season, I knew it was going to be hard, incredibly hard. It's my job to work out how we can turn that around - and I have to turn it around."
Campbell pulled off an escape from relegation with Macclesfield Town in his first managerial job last season, having taken over with the Silkmen bottom of League Two and five points from safety.
"The biggest thing for me, especially from my time at Macclesfield, is transferring the confidence from training into the games," added the former England defender.
"Today wasn't good enough. We've had opportunities - it's the last third, it's the conviction when we shoot. It's almost like we're scared to score."
National League outfit Dover, 37 places below their opponents in the league pyramid, had the better chances at Crabble and pulled off a deserved upset.
Dover boss Andy Hessenthaler admitted Southend's form - their league tally of five points being the lowest return in the top four divisions - had given the Whites reason to be "quietly confident" of an upset.
"I was confident but I didn't want to show that confidence too much to the players because at the end of the day Southend are a League One side," he said.
"We deserved to win over the 90 minutes and I felt we probably should have scored more. I thought the players were excellent from start to finish."
It could have been worse for Southend as Dover forward Jai Reason clipped the bar with a curling effort from the edge of the area in the closing stages.
Campbell won the FA Cup three times as a player, twice with Arsenal and once with Portsmouth, but could only watch on as his side were comfortably second best.
Dover had the better openings in the first half, as Bishop tipped an effort from Reason around the post and Shrimpers striker Tom Hopper had to be be alert to hack Paul Rooney's deflected header off his own line.
The hosts continued to carve out chances after the break as Inih Effiong and Reason both sent shots off target, while Whites substitute Nassim L'Ghoul sent a free header straight at Bishop from close range.
Southend offered little going forward, with Simon Cox having a weak effort saved by Dover keeper Yusuf Mersin in stoppage time as the Whites reached the second round for the first time since 2014-15.
- 16RooneyBooked at 71mins
- 3TaylorBooked at 21mins
- 11MunnsSubstituted forCumberbatchat 89'minutes
- 19RiggSubstituted forSotiriouat 81'minutes
- 18GobernSubstituted forL'Ghoulat 73'minutes
- 19ShaughnessySubstituted forKiernanat 60'minutes
- 8DiengBooked at 90mins
- 2BwomonoBooked at 14mins
- 11McLaughlinBooked at 17minsSubstituted forAcquahat 72'minutes
- 14GoodshipSubstituted forCoxat 72'minutes
- David Rock
- Shots on Target
Second Half ends, Dover Athletic 1, Southend United 0.
Harry Lennon (Southend United) wins a free kick in the defensive half.
Foul by Inih Effiong (Dover Athletic).
Attempt blocked. Isaac Hutchinson (Southend United) right footed shot from the centre of the box is blocked. Assisted by Elvis Bwomono with a cross.
Foul by Nathan Ralph (Southend United).
Jai Reason (Dover Athletic) wins a free kick on the right wing.
Timothee Dieng (Southend United) is shown the yellow card for a bad foul.
Foul by Timothee Dieng (Southend United).
Inih Effiong (Dover Athletic) wins a free kick in the attacking half.
Attempt blocked. Simon Cox (Southend United) right footed shot from the centre of the box is blocked. Assisted by Emile Acquah.
Corner, Dover Athletic. Conceded by Isaac Hutchinson.
Attempt blocked. Jai Reason (Dover Athletic) right footed shot from outside the box is blocked. Assisted by Inih Effiong.
Substitution, Dover Athletic. Kurtis Cumberbatch replaces Jack Munns.
Jai Reason (Dover Athletic) hits the bar with a left footed shot from outside the box following a corner.
Corner, Dover Athletic. Conceded by Rob Kiernan.
Attempt missed. Rob Kiernan (Southend United) header from the centre of the box misses to the left. Assisted by Isaac Hutchinson with a cross following a corner.
Corner, Southend United. Conceded by Nassim L'Ghoul.
Goal! Dover Athletic 1, Southend United 0. Ruel Sotiriou (Dover Athletic) right footed shot from a difficult angle on the right to the bottom left corner. Assisted by Aaron Simpson.
Attempt blocked. Elvis Bwomono (Southend United) right footed shot from the right side of the box is blocked. Assisted by Isaac Hutchinson.