Cheltenham took a one-goal advantage into the interval courtesy of Jimmy Spencer’s sharp finish.
The on-loan Huddersfield striker swept home Russ Penn’s 19th-minute cross, after the midfielder’s dazzling footwork left the Shrimpers’ defence flat-footed.
Steve Elliott nearly doubled the Robins’ advantage, but Southend keeper Luke Daniels produced a brilliant fingertip save to deny his powerful header from Marlon Pack’s corner.
Penn doubled Cheltenham’s advantage six minutes after the interval. He reacted fastest when Pack’s curled effort came back from the post in the immediate aftermath of an outstanding Daniels’ double save.
Shortly before the hour mark, Pack rattled Daniels’ upright for a second time before Robins keeper Jack Butland was finally called into action at the other end, tipping a deflected header round the post to prevent an own goal.
As Southend pressed forward, Cheltenham’s pace threatened on the break and, after Spencer went close, Pack’s controlled left-footed finish clinched the points.