The Spireites bounced back from a disappointing 2-2 draw to Accrington on Monday as two penalties from Danny Whitaker either side of a Deane Smalley strike wrapped up the victory.
Craig Easton struck when the score was 2-1, whilst Barry Corr scored a late penalty, but it proved to be mere consolation for the Shrimpers.
"I knew it was going to be a hard game. We are going to play poorly at times; the other day we didn't play well and got a draw but it was a good performance," said Sheridan, after the Spireites got their first win at Roots Hall since a 2-0 victory in April 1998.
"We were very comfortable to get a 2-0 lead, although I'm disappointed with the goals we conceded because it gave them a bit of belief, but fortunately we got a penalty and got back into a two-goal lead.
"We caused them problems with the way we played and they had to change things to cope with it. I changed the system to brighten things up and we looked a good team who are top of the league for a good reason."