This letter studies the problem of secure communication for a dual-hop energy harvesting (EH) relay network in the presence of multiple eavesdroppers. An adaptive cooperative jamming (ACJ) scheme is proposed, which can adaptively adjust power allocation factor to maximize the secrecy rate in practical networks where there is no eavesdroppers' channel-state-information (CSI). To evaluate the performance of the proposed scheme, we analyze the ergodic secrecy capacity (ESC) of multi-antenna networks using the ACJ, and derive the closed-form expressions of the ESC for large antenna systems. Simulation results show that the proposed scheme outperforms the benchmark scheme.