This paper presents a new cooperative jamming approach to secure the unmanned aerial vehicle (UAV) communication by leveraging jamming from other nearby UAVs to defend against the eavesdropping. In particular, we consider a two-UAV scenario when one UAV transmitter delivers the confidential information to a ground node (GN), and the other UAV jammer cooperatively sends artificial noise (AN) to confuse the ground eavesdropper for protecting the confidentiality of the data transmission. By exploiting the fully-controllable mobility, the two UAVs can adaptively adjust their locations over time (a.k.a. trajectories) to facilitate the secure communication and cooperative jamming. We assume that the two UAVs perfectly know the GN's location and partially know the eavesdropper's location {\emph{a-priori}}. Under this setup, we maximize the average secrecy rate from the UAV transmitter to the GN over one particular time period, by optimizing the UAVs' trajectories, jointly with their communicating/jamming power allocations. Although the formulated problem is non-convex, we propose an efficient solution by applying the techniques of alternating optimization and successive convex approximation (SCA).