In wireless powered networks, a user can make a request and use the wireless energy transferred from an energy source for its data transmission. However, due to broadcast nature of wireless energy transfer (e.g., RF energy), a malicious node (i.e., an attacker) can also intercept the energy and use it to perform an attack by jamming the data transmission of the user. We consider such a jamming attack where the user and attacker are aware of each other. We formulate a game theoretic model to analyze the energy request and data transmission policy of the user and the attack policy of the attacker when the user and the attacker both want to maximize their own rewards. We use an iterative algorithm designed based on the best response dynamics to obtain the solution defined in terms of the constrained Nash equilibrium. The numerical results show not only the convergence of the proposed algorithm, but also the optimal reward of the user under different energy cost constraints.