Gillingham assistant manager Ian Hendon felt his side were unfortunate after Blair Sturrock's sudden-death penalty sent Southend through to the next round of the Johnstone's Paint Trophy.
The match went to spot-kicks following a goalless 90 minutes and the teams were locked at 3-3 after five spot-kicks apiece.
"We are positive because its another away performance where we have given better than we have received but Lady Luck was not with us," he said.
"It was disappointing to lose on penalties as collectively the lads put in a shift and worked their socks off, and as long as they continue to do that then the results will turn and we will get that elusive away win.
"They went close in the first half when Lance Cronin comfortably tipped a shot over the bar and in the second half he made a save down by his left, but away from home he has only had two things to do. He also saved two of their penalties.
"A win is good for morale, so now we have to keep the lads' heads up. The performance was there and the workrate was there, and if they put a shift in like that then they will win, and God help the team on the end of it."