Nicky Bailey's first goal since joining this summer was enough to seal Southend their first league win of the season. The winger struck in the 55th minute, heading home a Che Wilson cross from 16 yards with Day beaten.
And Bailey could have wrapped things up after 59 minutes, only to see his low shot saved by Day at his near post.
Striker Ben May headed Millwall's best chance wide in the first half, while Southend's Mark Gower had a 25-yard free-kick was well saved by Day.
Southend: Flahavan, Gilbert, Clarke, Barrett, Wilson, Bailey, McCormack, Maher, Gower (Black 68), MacDonald (Hooper 90), Harrold.
Subs Not Used: Collis, Hunt, Richards.
Booked: Gilbert.
Goals: Bailey 55.
Millwall: Day, Senda, Robinson, Shaw, Frampton (Alexander 65), Smith, Spiller (O'Hara 77), Brammer, Dunne, Harris, May.
Subs Not Used: Edwards, Whitbread, Barron.
Booked: Brammer, Harris, Robinson.
Att: 8,758
Ref: Andy Woolmer (Northamptonshire).
E-mail this to a friend 
Printable version 
Bookmark with:
What are these?