Windass opened the scoring three minutes before the break by tapping home the rebound after his penalty had been parried by Darryl Flahavan.
He hit his second 18 minutes from time after an error from Flahavan, and completed his treble with a magnificent volley six minutes later.
Southend manager Steve Tilson:
"Too many of our players had an off day and we got out-worked. It wasn't a pitch to pass on but we had to get forward more quickly.
"I was disappointed we conceded three in last 15 minutes. The first goal was never a penalty, but I'm not going to blame that for losing 4-0.
"Looking at the other results they have been fantastic for us, but we've got to do it ourselves.
"I think we probably need three wins and a draw, I think that would be enough."
Hull: Myhill, Ricketts, Turner, Delaney, Dawson, Parlour (Coles 88), Ashbee, Peltier (Marney 83), Forster, Windass (Vaz Te 86), Elliott.
Subs Not Used: Duke, Bridges.
Goals: Windass 43, 73, 79, Ricketts 81.
Southend: Flahavan, Francis, Clarke, Sodje, Hunt, Campbell-Ryce (Harrold 71), Gower, Maher, Foran, Eastwood, Bradbury.
Subs Not Used: Collis, Prior, Hammell, Moussa.
Booked: Foran, Sodje, Hunt.
Ref: L Mason (Lancashire).