In this paper, we study the use of transmit antenna selection (TAS) and maximal ratio combining (MRC) for a cognitive multiple-input multiple-output (MIMO) amplify-andforward (AF) relay network. We focus on the scenario that each of the source and relay selects only a single antenna which maximizes the instantaneous signal-to-noise ratio (SNR) to transmit and forward the signal while the receiver combines the signals from all receive antennas. Utilizing TAS, the considered cognitive network not only offers advantages such as achieving full diversity order with low transmit complexity but also reduces the interference induced to the primary transmission as compared to maximum ratio transmission (MRT). This in turn becomes beneficial for the secondary network when this network operates under the interference power constraint of the primary receiver. In particular, we derive expressions for the outage probability and symbol error rate (SER) of the network to evaluate the system performance. We also develop an asymptotic analysis for the outage probability and the SER to obtain diversity and coding gain. With the tractable asymptotic expressions, the effect of network parameters such as the number of antennas, the transmission distances, and the interference power constraint of the primary receiver on the system performance are readily revealed.