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Federated learning (FL) offers a decentralized learning environment so that a group of clients can collaborate to train a global model at the server, while keeping their training data confidential. This paper studies how to launch over-the-air jamming attacks to disrupt the FL process when it is executed over a wireless network. As a wireless example, FL is applied to learn how to classify wireless signals collected by clients (spectrum sensors) at different locations (such as in cooperative sensing). An adversary can jam the transmissions for the local model updates from clients to the server (uplink attack), or the transmissions for the global model updates the server to clients (downlink attack), or both. Given a budget imposed on the number of clients that can be attacked per FL round, clients for the (uplink/downlink) attack are selected according to their local model accuracies that would be expected without an attack or ranked via spectrum observations. This novel attack is extended to general settings by accounting different processing speeds and attack success probabilities for clients. Compared to benchmark attack schemes, this attack approach degrades the FL performance significantly, thereby revealing new vulnerabilities of FL to jamming attacks in wireless networks.