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Cognitive radio (CR) is a promising technology for future wireless spectrum allocation to improve the usage of the licensed bands. However, CR wireless networks are susceptible to various attacks and cannot offer efficient security. Primary user emulation (PUE) is one of the discovered attacks for CR networks, which can significantly increase the spectrum access failure probability. In this paper, we propose a defense strategy against the PUE attack in CR networks using belief propagation (BP), which avoids the deployment of additional sensor networks and expensive hardware in the networks used in existing literatures. In our proposed approach, each secondary user calculates the local functions based on location information, computes the messages, exchanges messages with the neighboring users, and calculates the beliefs until convergence. Then, the PUE attacker will be detected according to the mean of the final beliefs. After that, all the secondary users in the network will be notified in a broadcast way about the characteristics of the attacker's signal, and avoid the attacker's primary emulation signal in the future. Simulation results show that our proposed technique converges quickly, and is effective to detect the PUE attacker.