This paper investigates the secrecy communication in an underlay cognitive radio (CR) networks with one primary user (PU) as well as multiple PUs, where the radio frequency (RF) energy-harvesting secondary user (SU) transmits the confidential information to the destination in the presence of a potential eavesdropper. We introduce a RF energy-harvesting secondary jammer (SJ) to secure the SU transmissions. The system works in time slots, where each time slot is divided into the energy transfer (ET) phase and the information transfer (IT) phase. In ET phase, the SU and SJ capture energy from the PU transmissions; in the IT phase, the SU uses the harvested energy to transmit information to the destination without causing the harmful interference to the PU transmissions, while the SJ utilizes the captured energy to generate jamming signals to the eavesdropper to secure the SU transmissions. We aim to maximize the secrecy rate for SU transmissionsby jointly optimizing the time allocation between ET phase and IT phase and the transmit power allocation at the SU and SJ. We first formulate the secrecy rate maximization as non-convex optimization problems. Then, we propose efficient nested form algorithms for the non-convex problems. In the outer layer, we obtain the optimal time allocation by the one dimension search method. In the inner layer, we obtain the optimal transmit power allocation by the DC programming, where the Lagrange duality method is employed to solve the convex approximation problem. Simulation results verify that the proposed schemes essentially improve the secrecy rate of the secondary network as compared to the benchmark schemes.