Swansea crashed out of the LDV Vans Trophy as struggling Southend put two second-half goals past Brian Flynn's injury-ravaged side.
Tes Bramble and Jimmy Corbett insured there would be no Millennuim Stadium final for the South Wales club, with goals on 69 and 77 minutes.
Daniel Nardiello did give the Swans a glimmer of hope with his goal deep into injury time but it was too little too late for the hosts.
Flynn had made six changes from the side that drew 0-0 with Bristol Rovers on Saturday and the disjointed nature of the hosts showed as they struggled to break down a determined Southend side.
But the Swans still could have taken the lead on 39 minutes when Jonathan Coates' first-time volley rattled the Southend post.
However, it was the visitors who raced ahead when Bramble made the most of Brian Murphy's fumble in the Swansea goal.
The introduction of a fit again Lee Trundle gave the home support some hope and he almost scored with his first touch after some good work by Nardiello.
But David Webb's side doubled their lead when Corbett found himself with bags of time to fire his side 2-0 up.
Some good work from top scorer Trundle gave Nardiello the chance for his first goal in a Swans shirt, but the injury time strike couldn't stop the Shrimpers going through to the next round.