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In this paper, a destination-assisted-jamming-based secure transmission is devised for an untrusted and energy harvesting relay network. In the proposed scheme, both source and destination split their energies into two parts for energy harvesting at the relay and transmissions of confidential and cooperative jamming signals, respectively. We formulate an optimization problem to maximize the achievable secrecy rate by jointly optimizing the energy splitting for the source and destination. The existence of the solution for the optimization is carefully analyzed. Due to high complexity of the joint optimization, an iterative optimization algorithm to obtain the near-optimal energy splitting policy is proposed. The numerical results validate that the optimized energy splitting policy leads to a higher achievable secrecy rate, and the iterative algorithm has a quick convergence rate.