The Millers went down 1-0 and were poor for most of the 90 minutes, creating little and looking shaky in defence.
And Moore felt for the fans that made the trip, he told the media afterwards: "It wasn't good enough and I can only apologise to the people who came all the way down here. There's no excuse today - lacklustre, not enough effort and sometimes if you could stop their wages you'd do it.
"I thought that was the worst we've been all season and some of the effort from some of the players today was unacceptable. We're not going to have a performance like that again this season, We've got good players and hard working players in that side but if you don't play to the best of your ability you lose like we did today.
"We've not passed it and we've played too many long balls and when we did have one or two little half chances we've not taken them. We've launched too many long balls and they know about it, they've had their ears rapped
"Southend were a battling team, which is really all they were, The goal we conceded was absolutely unbelievable. It's come of his ear or his shoulder and looped in off the post."
Moore added: "We've made it difficult for ourselves because I think we are a miles better side than them but we've lost the game because we went into the way they played and they're better at it than we are.
"I'm not having it and there will be one or two changes on Tuesday, that's for sure."