Unmanned Aerial Vehicles (UAVs) have gained significant popularity in both military and civilian applications due to their cost-effectiveness and flexibility. However, the increased utilization of UAVs raises concerns about the risk of illegal data gathering and potential criminal use. As a result, the accurate detection and identification of intruding UAVs has emerged as a critical research concern. Many algorithms have shown their effectiveness in detecting different objects through different approaches, including radio frequency (RF), computer vision (visual), and sound-based detection. This article proposes a novel approach for detecting and identifying intruding UAVs based on their RF signals by using a hierarchical reinforcement learning technique. We train a UAV agent hierarchically with multiple policies using the REINFORCE algorithm with entropy regularization term to improve the overall accuracy. The research focuses on utilizing extracted features from RF signals to detect intruding UAVs, which contributes to the field of reinforcement learning by investigating a less-explored UAV detection approach. Through extensive evaluation, our findings show the remarkable results of the proposed approach in achieving accurate RF-based detection and identification, with an outstanding detection accuracy of 99.7%. Additionally, our approach demonstrates improved cumulative return performance and reduced loss. The obtained results highlight the effectiveness of the proposed solution in enhancing UAV security and surveillance while advancing the field of UAV detection.