 Baldwin made his first start of the 2011–12 season in a Football League Trophy match against Barnet on 30 August 2011, a game which Colchester lost 3–1 with Baldwin scoring the U's consolation goal.This was to be his second and final goal for the club.On 30 January 2012, Baldwin signed permanently for Essex rivals Southend United on a free transfer, following his loan spell with the club in the 2009–10 season.