Assistant manager Dave Penney felt defeat against Burton was harsh on Southend but he remains confident the Shrimpers can turn the tie around and reach the Sky Bet League 2 play-off final at Wembley.
Burton will take a slender 1-0 lead into Saturday's second leg after Adam McGurk struck shortly before half-time at the Pirelli Stadium.
Albion had central defender Ian Sharps sent off after an hour for two yellow card offences but Southend were unable to make their numerical advantage count, failing to trouble Dean Lyness until the 87th minute when the home goalkeeper blocked a well-struck shot from Ryan Leonard.
Lyness also produced a couple of good saves to deny Will Atkinson when the game was goalless.
Despite the one-goal deficit, Penney insists it is still all to play for at Roots Hall in the return match.
''We're disappointed not to have got something from the game because we felt that we were the better team,'' said Penney.
''The sending-off gave us 30 minutes to try to get something but we didn't really seem to be able to get that bit of luck we needed.
''We've seen how tough it can be to break teams down once they go down to 10 men and we saw that again.
''A few balls didn't fall our way but we can't be too down. It is half-time in the tie and there's still all to play for when we take them on again next week.
''We will be confident of turning the tie our way, as we've shown in recent weeks that we can play some excellent stuff.''
Sharps will miss the second leg at Roots Hall and the final should Burton get there.
He was sent off when he collected two yellow cards in as many minutes - the first for handball and the second for a trip on Leonard.
Albion boss Gary Rowett said: ''Some of the challenges were cheap and the referee didn't deal with it early and that caused problems, and we have paid for it with a red card.
''The first one isn't handball, it has hit him on the chest, and when you look at some of the challenges their lads made, how Sharps can get a red card is very disappointing.
''He will now miss the second leg at Southend, who are very strong at home, so we are going to have to see if we can patch up a few players this week.''
On the goal and the saves Lyness made, Rowett added: ''It was a fantastically worked goal. Maybe the big occasion made us edgy at the start and the goal just before half-time was the first real piece of composure we showed.
''It was lovely in how it was worked, good build-up play between Billy Kee and Adam and a fantastic finish.
''And at the other end, Dean Lyness' handling on a wet day like this was superb. He's made a great save towards the end and that's why I've stuck with him.''