In wireless sensor networks (WSNs), jamming attacks have become a great concern recently. Finding the location of a jamming device is important so as to take security actions against the jammer and restore the network communication. In this paper, we take a comprehensive study on the jammer localization problem, and propose a simple while effective algorithm called Double Circle Localization (DCL). DCL is based on minimum bounding circle (MBC) and maximum inscribed circle (MIC). We implement and evaluate DCL under different conditions, including different node densities, jammer's transmission powers and antenna orientations, and compare it with three existing jammer localization algorithms through both simulation and experiments. Our evaluation results have demonstrated that, compared with all other approaches, DCL achieves the best accuracy in jammer localization.