Patrick Kisnorbo celebrated his call-up to the Australia squad with a man-of-the-match performance which he capped by scoring the only goal of the game.
Other plusses for City were a third clean sheet in a row and more sparkling performances from their young guns, who manager Rob Kelly has described as the stars of his emerging side.
The game got off to a quiet start with both sides struggling to create clear chances.
The first fell to Southend midway through the first half when Billy Paynter - making his first start for United - crossed from the right only for Luke Guttridge to blaze over from six yards.
City's Chris O'Grady, a youth academy product making his first league start, threatened on 32 minutes when he shrugged off Simon Francis and advanced into the penalty area before his angled drive was diverted by Peter Clarke for a corner, which Southend were able to clear.
That signalled a sustained period of pressure by the Foxes which paid dividends with a 40th-minute goal, when Kisnorbo's powerful header from five yards from Danny Tiatto's out-swinging corner left the keeper with no chance.
It was the second goal of the season for the defender, who on Friday was called up to the Australia squad for their Asian Cup tie against Kuwait on September 6.
The second half continued as an even affair with chances again at a premium.
Leicester went close on 70 minutes when substitute Iain Hume crashed a half-volley from a Josh Low cross against the woodwork, with Stephen Hughes lashing the loose ball over.
Then it was Leicester who looked likely to surrender their slender lead with 15 minutes to go when Kevin Maher released Freddy Eastwood for an unhindered run on goal, but Kisnorbo raced back to make a magnificent blocking tackle.
Foxes substitute Levi Porter then jinked his way to the byline to pull the ball back for Hume, who was unable to apply the finishing touch.
And there were late scares for the home side when first Southend substitute Spencer Prior headed narrowly over, before an Adam Barrett header bounced the wrong side of Paul Henderson's post.