Jamming defense is an important yet challenging problem. In this paper, we study the jamming defense problem in the presence of a smart jammer, who can quickly learn the transmission power of the user and adaptively adjust its transmission power to maximize the damaging effect. By modeling the problem as a Stackelberg game, we compute the optimal transmission power for the user to maximize its utility, in spite of the existence of the smart jammer. We prove that the smart jammer is not more damaging than a jammer without the intelligence, provided that the user plays its strategy corresponding to a Stackelberg equilibrium. This nice property is due to the user's ability to predict the jammer's behavior.