The primary user emulation (PUE) attack is one of the strongest attacks in mobile cognitive radio networks (MCRN) because the primary users (PU) and secondary users (SU) are unable to communicate if a malicious user (MU) is present. In the literature, some techniques are used to detect the attack. However, those techniques do not explore the cooperative detection of PUE attacks using deep neural networks (DNN) in one MCRN network and with experimental results on software-defined radio (SDR). In this paper, we design and implement a PUE attack in an MCRN, including a countermeasure based on the entropy of the signals, DNN, and cooperative spectrum sensing (CSS) to detect the attacks. A blacklist is included in the fusion center (FC) to record the data of the MU. The scenarios are simulated and implemented on the SDR testbed. Results show that this solution increases the probability of detection (PD) by 20% for lower signal noise ratio (SNR) values, allowing the detection of the PUE attack and recording the data for future reference by the attacker, sharing the data for all the SU.