In this paper, we investigate the anti-jamming problem of a directional modulation (DM) system with the aid of intelligent reflecting surface (IRS). As an efficient tool to combat malicious jamming, receive beamforming (RBF) is usually designed to be on null-space of jamming channel or covariance matrix from Mallory to Bob. Thus, it is very necessary to estimate the receive jamming covariance matrix (JCM) at Bob. To achieve a precise JCM estimate, three JCM estimation methods, including eigenvalue decomposition (EVD), parametric estimation method by gradient descend (PEM-GD) and parametric estimation method by alternating optimization (PEM-AO), are proposed. Here, the proposed EVD is under rank-2 constraint of JCM. The PEM-GD method fully explores the structure features of JCM and the PEM-AO is to decrease the computational complexity of the former via dimensionality reduction. The simulation results show that in low and medium jamming-noise ratio (JNR) regions, the proposed three methods perform better than the existing sample covariance matrix method. The proposed PEM-GD and PEM-AO outperform EVD method and existing clutter and disturbance covariance estimator RCML.