Two first half goals from Anthony Pilkington and a late third from Tommy Rowe secured victory for Stockport.
The hosts went in front midway through the first half when Pilkington volleyed home Rowe's cross.
Just before the break Pilkington smashed home from 30-yards while Peter Clarke was sent off for a foul on Rowe.
Southend got back into the game on the hour when Alex Revell fired home from 15 yards before Rowe volleyed past Owain fon Willaims to seal the victory.
Stockport: fon Williams, McSweeney (Johnson 90), Mullins, Tunnicliffe, McNulty, Mainwaring, Blizzard (Josh Thompson 89), Raynes, Rowe, Anthony Pilkington, Baker (Turnbull 70). Subs Not Used: Dicker, Threlfall.
Goals: Anthony Pilkington 20, 38, Rowe 84.
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