Huddersfield stole the three points with a late goal from Danny Schofield in a hard-fought victory at Roots Hall.
The Terriers had to defend for long periods of the match, but a goal two minutes from time gave them their first away win.
Southend had started brightly with Drewe Broughton and Mark Gower both going close.
The Shrimpers then piled on the pressure and a Jamie Stuart header was cleared off the line by Lee Fowler.
Huddersfield's Jonathan Stead, who has scored nine this season, almost increased his tally when he curled an effort from 30 yards narrowly went past the post.
Southend had the better of a scrappy first half and on 37 minutes Broughton played the ball into the path of Gower and he hit a low effort that was well saved by the diving Ian Gray.
Southend midfielder Leke Odunsi opened the scoring in the 42nd minute with his first goal of the season. Jamie Fullarton crossed the ball and it was played from the impressive Gower into the path of Odunsi who finished from 20 yards.
However Southend's lead only lasted two minutes as Huddersfield grabbed an undeserved equaliser on the stroke of half time.
A long throw from Nathan Clarke caused chaos in the Southend penalty box and Andy Booth powered in a header at the near post to embarrass goalkeeper Darryl Flahavan.
In the second half Southend manager Steve Wignall brought on striker Tes Bramble and Huddersfield had problems with his power and pace.
Southend's goalscorer Odunsi was stretchered off midway through the second half and replaced by attacking midfielder Jay Smith as both sides pushed for the winning goal.
Flahavan tipped a Stead effort past the post and Leon Constantine's low drive was stopped at the other end.
With the game looking like it would end in a draw Huddersfield won the match after a mistake from Jay Smith. Stead picked up the ball and ran at the Southend defence before passing to Schofield who snatched a last-minute winner.
The result was harsh on Southend but they were punished for poor finishing and they have now gone seven games without a victory.
Huddersfield manager Peter Jackson was pleased with the performance of his side.
He said: "It was an excellent win for us we did not play particularly well and we can play a lot better.
"We never really got going but were delighted to get the points. We scored the goals at the right time, but full credit to Southend as they had a real go at us and we had to defend really well."