The realization of the first order Space-Frequency Adaptive Processing(SFAP) algorithm is proposed and the spectrum leakage is caused by the truncated FFT operation in SFAP. The effect of spectrum leakage on the anti-jamming performance of SFAP algorithm is analyzed. Adding window is adopted to suppress the spectrum leakage and the all-phase FFT(apFFT) is applied to the SFAP algorithm. The anti-jamming performance of windowed SFAP algorithm is simulated and studied. The simulation results show that spectrum leakage would be caused by the truncated FFT and it can be effectively suppressed by the addition of different window functions so that the output Signal to Interference Ratio(SIR) can be improved to different degrees. Compared to the traditional window function, the spectrum leakage can be better suppressed by the all-phase window function and a greater improvement in the output SIR can be obtained.