Southend dominated a first half in which Rovers struggled to get going but failed to find the net.
And Rovers made them pay with three goals in 19 second half minutes from John Marquis, debutant Mallik Wilks and Tommy Rowe.
Southend battled back with goals from Theo Robinson and Tom Hopper but could not find the leveller.
Sheffield sexual assault: Girl, 13, victim of 'serious' sexual assault in Chapeltown
Water Slacks: No arrests made during armed police raid in Sheffield neighbourhood
Power cut Sheffield: Hundreds of homes in Hillfoot area without power ahead of 28C heatwave today
RSPCA: 9 cats and dogs looking for a new home this month at Sheffield's RSPCA branch
Sheffield Council employees sacked as fraud increases including theft and excessive internet use during work
McCann was delighted with the result that got his tenure as Rovers manager off to a winning start.
"That's what it's all about," McCann said afterwards.
"I said it to the players - that's the way I play.
"We've come to a team that are probably one of the best teams in the league at home and Chris Powell's record speaks for itself, and we've absolutely dominated them in the second half.
"Of course we had to ride a wave for 35 minutes in the first half when we were relying on our back four, relying on Marko Marosi who was unreal and pulled us out of it.
"And when you've got the threat that we have at the other end of the pitch with Wilks and Marquis, you can hurt teams.
"I'm really pleased that a corner routine we've worked on came off. It should have been James Coppinger on the end of it but he wasn't on the pitch so Tommy took it on his right foot."