Discriminatory channel estimation (DCE) based on two-way training can effectively enhance physical layer security in multiple-input multiple-output (MIMO) systems. In this paper, considering an active eavesdropping scenario where the eavesdropper (Eve) can adaptively switch between passive eavesdropping, and active jamming modes, we propose a new DCE-based secure transmission scheme with cooperative jamming, and artificial noise (AN) insertion in massive MIMO decode-and-forward (DF) relay systems. To characterize the performance of the proposed scheme, firstly, the closed-form expressions for normalized mean squared error (NMSE) of legitimate channels, and wiretap channels are derived. Then, according to the NMSE obtained during channel estimation phase, we design different secure transmission schemes, and derive the approximative expressions of average security rate with respect to the behavior of active Eve, including malicious jamming, and passive eavesdropping, respectively. Finally, the power allocation at source, and relay is jointly optimized to minimize the average signal to interference plus noise ratio (SINR) at the Eve while ensuring that of the legitimate receivers to be large than a threshold for the quality-of-service (QoS) requirement. Numerical results show that the proposed DCE-based secure transmission scheme can effectively discriminate the CSI between legitimate receivers, and Eve even in the presence of an active Eve, and therefore achieve a better security performance than that without DCE.