The application of adaptive anti-jamming filtering in DS-MSK digitalized receiver is discussed in this paper. A novel structure named partly despread nonlinear filtering (PDNF) is proposed. It is developed from classic nonlinear filtering (NF). Fast refreshed subband adaptive filtering (FRSAF) algorithm is applied to PDNF structure to speed up convergence rate. This novel adaptive anti-jamming filtering scheme composed of PDNF structure and FRSAF algorithm outperforms the classic scheme composed of NF structure and LMS algorithm on convergence rate, robustness and output SINR. Simulation results demonstrated the efficacy of the novel scheme.