We consider the following problem: how can two devices that do not share any secrets establish a shared secret key over a wireless radio channel in the presence of a communication jammer? An inherent challenge in solving this problem is that known anti-jamming techniques (e.g., frequency hopping or direct-sequence spread spectrum) which should support device communication during the key establishment require that the devices share a secret spreading key (or code) prior to the start of their communication. This requirement creates a circular dependency between anti-jamming spread-spectrum communication and key establishment, which has so far not been addressed. In this work, we propose an Uncoordinated Frequency Hopping (UFH) scheme that breaks this dependency and enables key establishment in the presence of a communication jammer. We perform a detailed analysis of our UFH scheme and show its feasibility, both in terms of execution time and resource requirements.