A freak own-goal by City skipper David Wetherall and a confident finish by midfielder Luke Guttridge were enough to secure a first victory of the campaign, but Steve Tilson's men were full value for their win.
The Bantams went into the game on the back of an impressive victory at Hartlepool, but their home form cost them a play-off spot last term and they were again below par on their own patch.
Striker Andy Cooke was guilty of a glaring miss with only United keeper Darryl Flahavan to beat after 14 minutes and it was downhill from then onwards for Colin Todd's promotion hopefuls.
A minute later Southend danger man Wayne Gray drove a low cross into the City six-yard box and, with the Bantams all at sea, Mark Bentley managed to pull the ball back across goal where the unlucky Wetherall deflected it into his own net.
The setback dampened the spirits of the home fans and their mood was not helped when referee Trevor Kettle red-carded City full-back Darren Holloway for an ugly-looking challenge on Mitchell Cole in the last minute of the half.
With both players sliding in on a rain-soaked pitch Holloway will feel hard done by, but the visiting fans, who had not seen their side win at Bradford in 13 previous visits, were not complaining.
Todd switched to a back-three with Dutchman Bobby Petta joining striker Dean Windass up front, but despite the efforts of playmaker Marc Bridge-Wilkinson there was no way back for the Bantams.
Bridge-Wilkinson curled one effort over the bar after some impressive build-up play and he later saw a free-kick clip the bar as City tried to claw their way back into the contest.
But their efforts were undone when City midfielder Tom Kearney carelessly gave the ball away and the Shrimpers counter-attacked with Gray again setting the alarm bells ringing.
He used his strength and pace to surge into City box and when his inviting cross from the left came over Guttridge volleyed home from eight yards out.
With still half-an-hour to go Bradford tried to raise the tempo, but with the United back-line looking solid all night they made the man advantage tell.
Right at the death Flahavan denied Windass a consolation goal with a save low down at his near post.