Erhun Oztumer bagged three goals in the second half to condemn Chris Powell to his first defeat as Shrimpers boss.
But Whitney was quick to praise all of his players after they secured their first away win since November.
‘Erhun will get all the accolades but it was a team performance,’ said Whitney.
‘We stifled them, especially in the second half and our performance was excellent.
‘Every man stuck to the plan of action and we had too much for them with Erhun taking his goals well.
‘The first was from open play, then he got a set-piece and then the third one I really liked because we had worked on him arriving in the box more.
‘He does a lot of stuff outside the box but I’ve told him if he gets in the six-yard box more he will add to his tally and get 20 plus (for the season).
‘We won’t get carried away but it’s nice to get three points here.
‘Southend have been on a good run and not many teams will win here so to do it so emphatically is very pleasing.’
Southend’s ground staff and fans battled to get the game on, with supporters clearing snow off the pitch on the morning of the match.
And they should have been celebrating at the start of the second half but on-loan Tottenham youngster Shayon Harrison could only volley over from close range after being picked out by Jason Demetriou.
The Saddlers made the most of the let off and opened the scoring in 57th minute when Oztumer’s 20-yard shot somehow squirmed past Southend goalkeeper Mark Oxley.
Oztumer then curled home a fine 25-yard free-kick into the bottom right-hand corner in the 66th minute before completing his hat-trick five minutes from time as he fired home Luke Leahy’s left-wing cross with another assured finish from 12 yards.
And that left Shrimpers boss Chris Powell a frustrated figure.
‘I’m hugely disappointed with our performance but I’ve also learnt a lot about my team,’ said Powell.
‘The supporters may have seen similar performances this year but I hadn’t seen it and now I have.
‘I’m really disappointed for all the fans who helped get the game on.
‘This is not befitting of my team and what I want to see week in, week out. I don’t want to see that again.
‘It was not a Chris Powell Southend United team or a Chris Powell team full stop.
‘But we did have the golden chance to go 1-0 up and that’s a bit of a game changer.’
Preston are reportedly weighing up whether or not to make a fourth offer for Peterborough United left-back Andrew Hughes.