The 20-year-old had been a star performer for the Poppies in the first half of the Vanarama National League North campaign having joined on a youth loan deal from the Sky Bet Championship club before the season started.
Neal grabbed his first goal for Kettering in what proved to be his final appearance on Sunday when his brilliant curling shot wrapped up a 3-1 victory over leaders Brackley Town at Latimer Park.
It had been hoped that his deal would be renewed but he will now be stepping up a level into the National League.
Southend head coach Kevin Maher told the club’s website: “We’ve had a couple of injuries and a couple of people missing in midfield on top of that.
“Harrison’s a great character and everything we’ve found out about him, speaking to those at Sheffield United, from what Darren (Currie) knows about him and from what we’ve watched of him, there was nothing but good things.
“He’s been playing for Kettering on a regular basis and done ever so well for them, in a tough league as well, so that’s a bonus that he’s ready to hit the ground running.
“I’m really pleased to get him in and I’m sure he’ll be great for us, the type of character he is and how he goes about his business on the pitch.”