The true Jihad, is the Jihad against the Self.
http://www.uga.edu/islam/sufismstruggle.html
In this regard, the struggle with one's own nafs has been called
the greater struggle or greater "holy war" (al-jihad al-akbar) in
contrast to the lesser struggle (al-jihad al-asghar), which is
against injustice and oppressors in this world. The concept derives
from the popular hadith of the Prophet, in which he said to Muslims
returning from a battle, "You have returned from the lesser
struggle to the greater struggle." And he was asked, "What is the
greater struggle?" He answered, "The struggle against one's self
(nafs), which is between the two sides of your body." Needless to
say, in Sufism these two struggles are mutually reinforcing and
occur simultaneously. In particular, the practice of "engaged
surrender" in the "greater" struggle with one's own nafs diminishes
certain obstacles in the consciousness of the Sufi, obstacles
that--if not stuggled against--will hinder the Sufi's capacity to
engage in the "lesser" struggle in their life in the world.