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Malicious jamming launched by smart jammer, which attacks legitimate transmissions has been regarded as one of the critical security challenges in wireless communications. Thus, this paper exploits intelligent reflecting surface (IRS) to enhance anti-jamming communication performance and mitigate jamming interference by adjusting the surface reflecting elements at the IRS. Aiming to enhance the communication performance against smart jammer, an optimization problem for jointly optimizing power allocation at the base station (BS) and reflecting beamforming at the IRS is formulated. As the jamming model and jamming behavior are dynamic and unknown, a win or learn fast policy hill-climbing (WoLF-PHC) learning approach is proposed to jointly optimize the anti-jamming power allocation and reflecting beamforming strategy without the knowledge of the jamming model. Simulation results demonstrate that the proposed anti-jamming based-learning approach can efficiently improve both the IRS-assisted system rate and transmission protection level compared with existing solutions.