Mark Wright scored twice as MK Dons boosted their promotion hopes.
Southend looked dangerous before Wright headed in Stephen Gleeson's right-wing cross against the run of play.
Dons goalkeeper Willy Gueret denied Theo Robinson and Southend's Lee Barnard had a header cleared off the line by Sean O'Hanlon.
The Shrimpers' fate was sealed in injury time. Gleeson charged forward and passed to Wright, who stroked the ball home from just inside the box.
Southend:
Mildenhall, Francis, Dervite, Clarke, Barrett, Scannell (Betsy 77), Grant, McCormack, Moussa, Robinson (Laurent 74), Barnard (Freedman 74). Subs Not Used: Sankofa, Christophe.
Booked: Grant, McCormack.
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Milton Keynes Dons:
Gueret, Regan, O'Hanlon, Llera, Lewington, Puncheon (Belson 89), Gleeson, Chadwick (Stirling 66), Howell, Wright, Gerba (Flo 71). Subs Not Used: Abbey, Johnson.
Booked: Howell.
Goals: Wright 59, 90.
Att: 10,241
Ref: Paul Taylor (Hertfordshire).
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