We consider the design of efficient anti-jamming coding techniques for secondary usage of spectrum in cognitive radio. Specifically, we consider two coding schemes, rateless coding and piecewise coding. Both coding schemes have small overhead, as well as low-complexity encoding and decoding. The proposed piecewise coding also enjoys the advantages of parallel decoding and fast response to packet loss. For piecewise coding, we propose two design methods to build short block codes with small number of parity checks by incorporating the jamming rate. We analyze the throughput performance of the secondary users systems employing either anti-jamming coding technique. The performance results demonstrate that both coding techniques provide reliable transmission with high throughput and small redundancy. The piecewise coding using the designed short codes provides better performance with smaller overhead if the jamming rate is not high.