Hull came close to going ahead in the latter stages of the first half as Ray Parlour swung in a free-kick from the left and Damien Delaney rose at the back post to fire in a goal-bound header but Peter Clarke did well to clear the ball off the line.
Just before the break, Hull had another chance to take the lead from the penalty spot as Efe Sodje was adjudged to have brought down Lee Peltier inside the box.
Windass stepped up to take the penalty and, although his right-footed effort was well saved by Darryl Flahavan, the rebound fell back to the Hull man who put the ball into the back of the net from close range with ease.
Nicky Forster nearly put Hull further into the lead early in the second half as he made room for himself in the box and fired in a right-footed shot which came back off the underside of the crossbar.
But the home side did double the lead on 73 minutes as Andy Dawson curled in a free-kick from 20 yards and uncertainty from the Southend defence allowed the ball to fall to Windass, who slammed it into the roof of the net from close range.
Moments later, Windass completed his hat-trick as Dawson floated in a cross from the left and the 38-year-old striker struck a first-time volley from ten yards which rifled passed Flahavan.
And it was 4-0 on 82 minutes as Windass played Ricketts through on goal and the right-back calmly placed the ball right-footed passed Flahavan and into the bottom corner of the net.