Cheltenham avenged their Carling Cup defeat to Southend in 2007 as Ben Gill's extra-time goal earned victory.
Gill struck in the 115th minute to secure Cheltenham's progress into the next round, stooping to head home off Steve Mildenhall's upright.
Kevin Betsy had gone close to scoring for Southend in normal time, twice having shots saved by Shane Higgs.
They twice came close to equalising from Peter Clarke headers, but the hosts were unable to force a shoot-out.
Southend:Mildenhall, Francis, Clarke, Barrett, Harding, Scannell (Ademeno 106), Grant (Sankofa 100), Moussa, Betsy, Furlong (Revell 77), Barnard. Subs Not Used: Joyce, Herd, O'Keefe.
Booked: Moussa, Barnard.
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Booked: Jeremy Gill, Connor.
Goals: Ben Gill 115.
Att: 2,998
Ref: Keith Woolmer (Northamptonshire).
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