The Shrimpers created a hatful of chances but were unable to find the back of the net, making it five games without win for manager Phil Brown since he succeded Paul Sturrock as manager.
Southend's first good chance came midway through the first half when the unmarked Ryan Leonard nodded Marc Laird's left wing cross straight at Rovers goalkeeper Steve Mildenhall.
Ryan Cresswell then headed a Sean Clohessy's cross just past the right post before Britt Assombalonga and Barry Corr both wasted great chances to open the scoring after the break.
Assombalonga headed another Clohessy cross wide of the right post when he should have done better before Corr sent one past the opposite upright after good work down the left hand side from Anthony Straker.
Freddy Eastwood had a low shot well saved by Mildenhall, who also reacted well to keep out Assombalonga's effort and ensure the game ended goalless.