From the outset it appeared as if this game had all the makings of a classic FA Cup upset.
Southend fought for every ball and were roared on by a vociferous home crowd, who cheered every corner and tackle won as a goal. Chelsea had plenty of the ball but found their path to goal blocked by a sea of dark blue shirts.
Southendâ€™s fighting spirit was typified by a dogged performance from former Chelsea youth team player Anthony Grant, keen to show his former employers what they were missing.
Visions of pitch invasions and an almighty party would have undoubtedly popped into more than one Southend fansâ€™ mind when Adam Barnett headed the home side in front from a corner with just over a quarter of an hour gone.
But Chelsea recovered to show their class, equalising just before half time through Michael Ballack, and then added to their tally with second half strikes from Salomon Kalou, Nicolas Anelka and Frank Lampard.
A positive response was needed by Chelsea after their shambolic performance against Manchester United on Sunday. Luiz Felipe Scolari dropped Didier Drogba and Deco - two of the most lethargic performers from that game - from the squad for this clash.
The start his side made would have pleased him. Kalou rolled a ball across the box that evaded a team mate, and Joe Cole called Mildenhall into action.
After 14 minutes, Chelsea had to defender their first corner. The ball into the box caused some panic among the Chelsea ranks, but Petr Cech managed to get through the scrum of players and punch it clear.
From the resulting corner, Southend took a shock lead. In the build up to the game Scolari had said that he would change his teamâ€™s marking system at corners from a man marking system to a zonal one. Chelsea were indeed lined up zonally when the ball was played in, but this failed to combat their recent weakness from set plays.
Barnett was allowed to steal in unmarked and head the ball past Cech.
The goal didnâ€™t do much to disturb Chelseaâ€™s rhythm, the chances kept on coming.
Joe Cole had a shot cleared off the line by Herd and Frank Lampardâ€™s volley was kept out by Mildenhall. Michael Ballack then had an effort which was comfortably over the bar.
Soon afterwards, Anelka worked some space for himself before planting his shot straight at Mildenhall. Ballack had another shot on goal and the outcome was the same as before, a strike at goal that didnâ€™t trouble Mildenhall.
Southend had a great chance to double their lead after 37 minutes, but Alex Revellâ€™s close range header from Sankofaâ€™s cross was kept out by Cech.
Chelsea got the goal they deserved just before half time. Jose Bosingwaâ€™s cross from the right wing caused confusion in the Southend box, and the ball broke to Ballack who was on hand to power the ball into the top corner.
The seemingly never ending siege of the Southend goal failed to let up in the second half.
Ashley Cole forced Mildenhall into another good save and Brazilian defender Alex - who started in place of Riccardo Carvalho - went close with a header from a Frank Lampard delivery.
But Southend were still able to fashion the occasional chance, and Christophe further highlighted Chelseaâ€™s vulnerability from set plays when, unmarked, he headed over.
A second goal for the Blues looked like it was coming, and Joe Cole and Kalou combined to provide it. Coleâ€™s brilliant pass from the left hand side found Kalou in space on the right, and the Ivorian accelerated past his man before hitting a shot across Mildenhall and into the back of the net.
The assist was to prove Coleâ€™s last action of the game - he pulled up with what appeared to be a knee injury after 75 minutes and had to be replaced by Franco Di Santo.
Two minutes later, Anelka added a third goal, slotting underneath Mildenhall from Kalouâ€™s pass.
Lampard added another in stoppage time, and Kalou again was the provider, laying the ball off to the England midfielder who curled his effort into the net.
All of Chelseaâ€™s outfield players made a point of running over and congratulating Lampard on his goal, and the win will be seen as a much needed boost after their abject display at Old Trafford last week.
But their weakness from set pieces appears to linger, and Scolari will have to remedy this problem quickly. Stoke City and Rory Delap visit Stamford Bridge next.