Cognitive Internet of Things (IoT) has attracted much attention due to its high spectrum utilization. However, potential security of the short-packet communications in cognitive IoT becomes an important issue. This paper proposes a relay-assisted maximum ratio combining/zero forcing beamforming (MRC/ZFB) scheme to guarantee the secrecy performance of dual-hop short-packet communications in cognitive IoT. This paper analyzes the average secrecy throughput of the system and further investigates two asymptotic scenarios with the high signal-to-noise ratio (SNR) regime and the infinite blocklength. In addition, the Fibonacci-based alternating optimization method is adopted to jointly optimize the spectrum sensing blocklength and transmission blocklength to maximize the average secrecy throughput. The numerical results verify the impact of the system parameters on the tradeoff between the spectrum sensing blocklength and transmission blocklength under a secrecy constraint. It is shown that the proposed scheme achieves better secrecy performance than other benchmark schemes.