Latics fell to defeat at Roots Hall following a 28th minute strike from Dan Mooney.
No side dominated early on in the game, but Southend soon found their feet and began to dominate, getting their goal just before the half-hour mark.
Latics failed to respond in the first-half and went in a goal down.
Vaughan and Windass coming on in the second-half saw Latics threaten more than they did in the first-half, but they failed to find the back of the net in front of the 301 traveling supporters.
Early on the game, both sides exchanged chances, with Dan Mooney firing a shot towards goal from the edge of the box following a Chris Wreh pass, but his effort went over the bar.
Ben Tollitt responded for Latics, beating his man on the left and crossing from the byline, but he couldn’t find an Oldham man in the box.
Southend entered a period of dominance, Wreh and Mooney caused Latics a number of problems up top. Wreh received the ball on the edge of the box with his shot beating Norman, just for it to hit the post.
Wes Fonguck created another chance for Southend, his pass found Callum Powell, but he couldn’t keep his shot down as it went over the bar.
Southend’s goal came following a fantastic passing move down the left-flank which ended with Mooney receiving the ball, on the edge of the area, turning and slotting the ball into the far corner.
Latics were forced to make an early substitution as Dan Gardner went down with an injury, and Luke Burgess came on in his place.
Southend searched for a second, and nearly got it thanks to Powell, his shot from 20 yards was spilled by Norman, but he recovered before it rolled over the line.
Cooper had an audacious shot on goal just before half-time, Stobbs’ flung a cross in and he connected with the ball via an overhead kick, but couldn’t keep it down as it went over the bar.
Latics went into the break a goal down.
Tollitt had an early chance in the second-half, his shot was pushed wide by Ndi from 20 yards.
Latics’ first tactical change saw Harry Vaughan come on for Charlie Cooper.
Powell caused Oldham problems all afternoon, and Norman was forced to make a good save as he crossed a ball in from the left, denying Southend the opportunity of a second.
Hallam Hope pressed Ollie Kensdale as he went to make a clearance, he managed to block the ball, but could only see it out of play.
Powell, again, went forward for the home side, he cut in from the left and threw his shot at goal, seeing it bounce off the inside post before Oldham cleared.
The game wound down as Oldham chased the game and Southend looked to run down the clock, Liam Hogan went off with an injury, but couldn’t be replaced because Sheridan had already used three substitutions.
A disappointing defeat on the road.
Latics: Norman, Clarke (Windass, 68), Francis-Angol, Hogan, McGahey, Stobbs, Gardner (Burgess, 37), Hope, Cooper (Vaughan, 53), Tollitt, Fondop.
Subs not used: Leutwiler.
Southend: Ndi, Ralph, Lomas, Hobson, Kensdale, Mooney (Coker, 67), Powell, Miley, Fonguck (Benton 78), Wreh (Cosgrave 78), Demetriou.
Subs not used: Bridge, Crowhurst,