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Cognitive radio (CR) networks have attracted many attentions recently, while the security issues are not fully studied yet. In this paper, we propose a new and powerful network layer attack, routing-toward-primary-user (RPU) attack in CR networks. In this attack, malicious nodes intentionally route a large amount of packets toward the primary users (PUs), aiming to cause interference to the PUs and to increase delay in the data transmission among the secondary users. In the RPU attack, it is difficult to detect the malicious nodes since the malicious nodes may claim that those nodes, to which they forward the packets, behave dishonestly and cause problems in the data transmission. To defend against this attack without introducing high complexity, we develop a defense strategy using belief propagation. First, an initial route is found from the source to the destination. Each node keeps a table recording the feedbacks from the other nodes on the route, exchanges feedback information and computes beliefs. Finally, the source node can detect the malicious nodes based on the final belief values. Simulation results show that the proposed defense strategy against the RPU attack is effective and efficient in terms of significant reduction in the delay and interference caused by the RPU attack.