With the development of new active deception jamming, radar anti-jamming has become a major research hotspot, and the recognition of jamming type is one of its key steps. In recent years, deep learning has been successfully applied in the field of radar jamming recognition, such as convolutional neural networks (CNN). However, it is difficult to effectively improve the accuracy of deep learning algorithms in the case of small sample. Furthermore, ensemble learning and transfer learning can effectively improve the model generalization performance. For the small sample problem, this article proposes a weighted ensemble CNN with transfer learning (WECNN-TL)-based radar active deception jamming recognition algorithm. The main idea of this method is to obtain the time-frequency distribution maps of jamming signals by short-time Fourier transform (STFT), and then, their real parts, imaginary parts, moduli, and phases are combined differently to construct multiple datasets. Finally, an ensemble CNN model with weighted voting and transfer learning is constructed to realize jamming recognition. Experiments on the simulated and measured mixed dataset (including 12 types of samples) show that the proposed method can get better recognition performance than random forest (RF), support vector machine (SVM), and some CNN-based methods.