The visitors took the lead five minutes before the break, but Kyron Gordon’s exquisite finish pulled Dale level heading into the interval.
With time running out, Gilmour rounded off a well-crafted move in the final minute of normal time, to extend the winning run to four.
Jimmy McNulty made five changes from Saturday’s win over Truro City. Ryan East, Ethan Ebanks-Landell, Devante Rodney, Jake Burger and Dan Moss all returned to the starting eleven.
Chances for either side were few and far between in the opening period, with East and Harvey Gilmour hitting efforts from distance off target, whilst Rodney had a shot deflected wide.
Oliver Whatmuff was called into action when he got down to his left and palmed away Andy Dallas’ shot, but the Dale stopper was beaten for the first time in over five hours of football with five minutes left of the period.
Dallas won a contentious free-kick in front of the home dugout, which was played into the Dale area. Gus Scott-Morriss got there first, flicking the ball goalwards before making sure of the opener from a yard out.
However, McNulty’s men responded superbly. Gordon drove down the right side and cut onto his left foot just outside the area, before curling a stunner into the far corner.
Dale ended the half strongly, with Gilmour seeing a shot from outside the area beaten away by Southend goalkeeper Collin Andeng-Ndi.
After the break, chances were again in short supply, with Scott-Morriss and Rodney exchanging efforts off target.
Substitute Mani Dieseruvwe had an effort blocked on the edge of the area, whilst Southend sub Keenan Appiah-Forson hit wide after a corner was partially cleared.
Dale had the majority of the play as the clock wound down, with the winner coming in the final minute of the 90.
Dieseruvwe brought the ball down and fed fellow sub Joe Pritchard into the area. He coolly held off a man and squared for Gilmour, who turned home from close range to wild scenes inside the Crown Oil Arena.
Dale almost added a third in added time when Tobi Adebayo-Rowling’s shot was rebuffed and Tarryn Allarakhia curled over.
The final chance of the game fell to the visitors when Tom Hopper headed over, with some resolute defending keeping the Shrimpers at bay with a late free-kick.
The win moves Dale back to the head of the league table, two points clear of York City with two games in hand.
Dale XI | Whatmuff, Gordon, East, Ebanks-Landell ©, Gilmour, Rodney (71’ Pettit), Adebayo-Rowling, Burger (88’ Pritchard), Moss (71’ Allarakhia), Perry, Henderson (55’ Dieseruvwe).
Unused subs | Tutonda, Hosannah, Duku.
Scorers | 44’ Gordon, 90’ Gilmour.
Southend United XI | Andeng-Ndi, Scott-Morriss, Ralph ©, Dallas (71’ Walker), Austin (83’ Bridge), Gubbins (71’ Goodliffe), Taylor, Spasov (57’ Hopper), Parillon (57’ Appiah-Forson), Morton, Boyes.
Unused subs | Mason, Miley.
Scorers | 40’ Scott-Morriss.
Attendance | 2,435 (117 away).