With the advancement of communication, the spectrum shortage problem becomes a serious problem for future generations. The cognitive radio technology is proposed to address this concern. In cognitive radio networks, the secondary users can access spectrum that allocated to the primary users without interference to the operation of primary users. Using cognitive radio network raises security issues such as jamming attack. A straightforward strategy to counter the jamming attack is to switch other bands. Finding the best strategy for switching is complicated when the malicious user is unknown to the primary users. This paper uses fictitious game for analysis the defense against such an unknown jammer.