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This paper develops a new cooperative jamming protocol, termed accumulate-and-jam (AnJ), to improve physical layer security in wireless communications. Specifically, a full-duplex (FD) friendly jammer is deployed to secure the direct communication between source and destination in the presence of a passive eavesdropper. We consider the friendly jammer as an energy-constrained node without embedded power supply but with an energy harvesting unit and rechargeable energy storage; it can thus harvest energy from the radio frequency signals transmitted by the source, accumulate the energy in its battery, and then use this energy to perform cooperative jamming. In the proposed AnJ protocol, based on the energy status of the jammer and the channel state of source-destination link, the system operates in either dedicated energy harvesting (DEH) or opportunistic energy harvesting (OEH) mode. In DEH …