It was a good performance by Rovers after they just missed out on the League One play-off zone as the Merseysiders dominated for much of the game.
Early on at Prenton Park, Shane Sherriff saw a shot deflected just over and then a Chris Greenacre effort was well saved by Darryl Flahavan.
Tranmere missed a great chance to take the lead after 35 minutes when Ian Moore was put clear by Sherriff but Flahavan made a blocking save.
Southend produced little in the first period, with their best chances coming when Alan McCormack fired just wide and a header by Alex Revell was turned away by keeper Danny Coyne.
Tranmere always looked the more likely to score and they went ahead in the 53rd minute when Antony Kay headed home from a pin-point cross by Sherriff. Kay and Greenacre both went close to adding to the home lead as Tranmere won for the first time in four outings.