Blues beat Northampton Town 2-0 at Roots Hall in the last meeting
Southend United beat Northampton Town 2-0 when the two sides met earlier this season.
Roy O'Donovan, now released by Northampton Town, saw a penalty saved by Daniel Bentley early on.
Anthony Straker then opened the scoring with a header, after Freddy Eastwood's shot had deflected into his path.
Northampton Town then had a man sent off, before Freddy Eastwood completed the scoring with a well taken goal.
It meant Blues had played three, won three, and not conceded in their opening three league games.