This paper investigates physical layer security of cooperative NOMA in a severe scenario where there is no direct link from the source to far destination while the direct link between the eavesdropper and source exists. An energy harvesting (EH) jammer aided cooperative NOMA (namely EJCN) scheme is proposed to enable secure communications for the scenario. In particular, the EH jammer can opportunistically harvest energy from ambient radio frequency (RF) signals without occupying special time and power resources, and the harvested energy is exploited to emit the artificial noise (AN) for confusing the eavesdropper. The closed-form expressions of secrecy throughput achieved by the EJCN scheme are derived to evaluate the secrecy performance for the scenario. An iterative algorithm is presented to obtain the optimal codeword rate. The analysis and simulation results show that the EJCN scheme can achieve better secrecy performance than conventional transmission scheme without an EH jammer, indicating the superiority of the proposed scheme. In addition, the codeword rate of users should be carefully designed to maximize the secrecy throughput.