Late, late Kazenga Lualua goal the difference at Roots Hall as Blues bow out.
Southend United were eliminated from the Capital One Cup in the first round of the competition, following a last-gasp winner from Kazenga LuaLua which came against the run of play.
Blues had the better of the tie and looked most likely to score, but after drawing save after save out of the Championship side, they were eventually stung in injury time.
Phil Brown made six changes from the side that drew 1-1 with Fleetwood Town on Saturday in the League One curtain-raiser, with Luke Prosser, Gary Deegan, Michael Timlin, David Worrall, Noel Hunt and Joe Pigott all handed their first competitive start of the season.
Chances were few and far between in the first 45 minutes, with Pigott heading over following a corner from Ben Coker.
The visitors then had their best effort of the first period at the other end, when Danny Holla’s whipped free-kick had Daniel Bentley scrambling across goal to turn the ball away for a corner.
Brighton left-back Gaetan Bong was the first into referee Christopher Kavanagh’s book in the 29th minute, after he brought down Blues skipper John White as Southend went in search of the opener.
Ryan Leonard released Worrall in the left channel, with the winger - who scored Blues’ first goal of the season against Fleetwood on Saturday - running at goal before curling an effort wide of the far post.
A number of feisty challenges stoked up the crowd, with Deegan then finding his way into the book after picking up a caution for lunging in on a Brighton midfielder.
Worrall drifted off the left-hand side before curling a cross towards the far post, but Hunt’s glancing effort just evaded the goal.
The game was goalless at the interval, despite Blues looking most likely to open the scoring.
Southend started the second half in the same fashion that they finished the first, having the better of the chances. Next, Worrall cut in from the left before firing a bouncing effort wide of the post.
A slick passing move saw White pick up the ball in space on the right flank, with his floated cross headed wide by Leonard from inside the six-yard box.
Jake Forster-Caskey then went into the book after bringing down Deegan after the Blues midfielder had played a pass.
A defensive header almost caught out Albion goalkeeper Niki Mäenpää, with the wet surface almost seeing the header sneak over the line.
Timlin then fizzed a ball into the box, but Cian Bolger could only head over.
Blues continued to keep the pressure on their Championship visitors, with Hunt’s floated effort almost catching out Mäenpää.
Southend boss Phil Brown then made his first change, with David Mooney replacing Hunt in the 70th minute.
Mäenpää was caught wanting when he failed to punch clear a corner from Timlin, but as Pigott went to pull the trigger, he lost his footing.
Next to go close for Blues was Prosser, who headed over after a lofted ball was put into the box.
Seagulls chief Chris Hughton then made a double change with 15 minutes remaining, changing his striking partnership as Sam Baldock and Tomer Hemed replaced Chris O’Grady and Jake Forster-Caskey.
Myles Weston then took to the field in place of Pigott, as Brown made his second change.
The substitutes were quickly involved in the action, with Weston losing his marker to latch onto an intelligent first time pass from Mooney. The former Brentford man then cut back onto his left foot before lashing a powerful effort at goal. However, Mäenpää was equal to it, holding the strike.
Southend then made their third and final change in the 80th minute, with Deegan - on a yellow card - withdrawn to make way for Anthony Wordsworth.
Mäenpää produced the save of the evening in the 87th minute, when a long-throw from Leonard led to Wordsworth leathering a volley towards the top corner of goal, only for the Finnish stopper to make a save at full-stretch.
The fourth official indicated four minutes of added time, as Blues continued to look for a late winner.
The tie appeared to be heading for extra-time, but Blues’ cup hopes were extinguished in the 93rd minute, when LuaLua latched onto a pass from Holla. The winger took a touch after getting in behind the defence, before stroking the ball past Bentley and into the back of the net.
SOUTHEND UNITED: Bentley; White, Bolger, Prosser, Coker; Leonard, Deegan (Wordsworth - 80’), Timlin, Worrall; Hunt (Mooney - 70’), Pigott (Weston - 75’).
Unused Substitutes: T. Smith, Barrett, Payne, Hurst.