REPORT | Millwall 1-0 SouthendMahlon Romeo's late goal three minutes from time settled a fairly even cup tie in South London and sent Blues out of the Emirates FA Cup in the First Round.
It looked like a replay would be needed at Roots Hall in 11 days time, but Romeo's fine finish breached what was a solid Southend defence for the majority on a cold Friday night at The Den.
Phil Brown made a change to his back four with Ryan Inniss coming into the starting eleven for Anton Ferdinand. Meanwhile, there was a welcome return for Michael Timlin to the Blues bench.
Blues had a couple of early corners to defend but they dealt with the danger comfortably.
Millwall were on top for large parts of the opening 15 minutes, as Blues were slow to get going in an attacking capacity.
But with their first attempt hhat Jordan Archer's goal, Blues should have taken the lead. A corner from the right found Stephen McLaughlin unmarked at the back post and the winger's header was cleared on the the line by Ben Thompson.
The next chance went the way of Blues as captain on the night Ryan Leonard had a go from 25 yards, but Arhcer got down well to his right and saved.
The Lions thought they were in a minute later, but Aiden O'Brien checked back and Adam Thompson blocked before O'Brien shot over the bar.
Very little split the two sides with 30 minutes on the clock but the tie was simmering nicely.
Simon Cox had a long range strike which dragged wide, and the Lions followed up with their Thompson shrugging off Wordsworth only to have his shot blocked from a flying pink-shirted body.
Play was halted for Steve Morison who was in a bad way, and he subsequently had to be stretchered off which forced Millwall into a sub - Lee Gregory coming on for the Millwall favourite.
Right on half time Wordsworth attempted to replicate his goal against MK Dons, but his goalbound effort right on the edge of the penalty area deflected off the wall for a corner.
It meant the score was locked at 0-0 at the break.
HALF TIME: Millwall 0-0 Southend United
Calum Butcher replaced Thompson for the home side at the start of the second half due to an injury sustained at the end of the first.
That may have been why Blues began the second half on top as Marc-Antoine Fortune drove into the box and crossed for Atkinson, whose shot was cleared off the line by Shaun Hutchinson.
The pressure continued as Leonard sent a fierce 30 yard strike, which looked destined to nestle in the top corner, instead went agonisingly just wide of the left post.
O'Brien's mazy run down the left had Blues defenders twisting and turning but a crucial block from Demetriou came in to stop the shot.
Brown brought on Jermaine McGlashan for Stephen McLaughlin after 73 minutes to try and unlock the Millwall defence whilst Neil Harris called for former Blues man Dave Worrall.
The latter was straight into the action, forcing Mark Oxley into a terrific save as he closed down the angle and instinctively flew out a hand to palm it wide.
Ryan Inniss had to go off through injury, so Jakub Sokolik came on for the tall centre-back in a like-for-like change.
Hutchinson almost broke the deadlock from a corner which he latched onto and blazed over the bar, but it didn't matter as three minutes from time Millwall snatched a winner.
Romeo collected the ball after a one-two with Worrall and fired home into the far left corner, leaving Oxley no chance.
After a flurry of late chances when the Lions could have wrapped it up and then Blues almost grabbed an equaliser when Fortune shot at Archer, it ended 1-0 to the hosts.
SOUTHEND XI | Oxley, Demetriou, Thompson, Inniss, Coker, Atkinson, Leonard, Wordsworth, McLaughlin, Cox, Fortune.
SUBS | Smith, White, O'Neill, Timlin, Sokolik, King, McGlashan.
MILLWALL XI | Archer, Hutchinson, Craig, Williams, Thompson, Onyedinma, Romeo, Webster, Ferguson, Morison, O'Brien.
SUBS | King, Martin, Worrall, Gregory, Butcher, Abdou, Smith.
ATTENDANCE | 4,502 (943 away)