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In this paper, we consider the fundamental and most studied non-coherent differential chaotic shift keying system under a pulse jamming environment. We devote our effort to propose a novel correlation receiver with nonlinearity blanking for the considered system to improve its anti-jamming performance. In addition and importantly, we also propose a mathematical framework to derive an optimal blanking threshold for the proposed receiver. The proposed nonlinearity blanking mechanism basically blocks the received signals with a larger amplitude than the blanking threshold, while the signals with a smaller amplitude are not affected at all. We then show that the proposed receiver with optimal blanking threshold significantly outperforms the conventional correlation counterpart.