This paper considers the coherent processing of a sparse frequency agility radar, aiming at achieving the advantages of both frequency agility and coherent processing in anti-jamming. Sparse frequency here refers to a discontinuous band occupation, which is intended to dilute the hostile jamming. A new Doppler processer based on nonuniform fast Fourier transform (NUFFT) is proposed to replace the conventional one. As waveform with discontinuous spectrum suffer from high range sidelobes or grating lobes, a new range synthesizer is designed to address it. Also considered is the selection of mismatch weights of the frequency agility waveform, aiming at suppressing the sidelobe response under a mismatch loss constraint. The weights design is formulated into a convex optimization and solved by interior-point method (IPM).