In this paper, we consider the multiple-input single-output (MISO) wiretap channel with a cooperative jammer (CJ). Motivated by the fact that corrupting pilot signals can effectively degrade the channel estimation at the eavesdropper (Eve), we emphasize that the physical-layer security can be enhanced by introducing jamming signals in pilot phase. Therefore, we propose a cooperative jamming scheme which delivers artificial noise (AN) both in pilot and data phases, unlike the conventional schemes that transmit AN only in data phase. More specifically, we optimize the jamming power allocation between pilot phase and data phase, along with designing the beamforming vector at the CJ. Furthermore, considering the limitation of energy budget at the CJ, the energy efficiency of the proposed scheme is investigated based on the circuit power consumption model. Finally, numerical results verify the performance of the proposed scheme, in terms of secrecy rate and energy efficiency.