This paper investigates several important performance metrics of cognitive amplify-and-forward (AF) relay networks with a best relay selection strategy and subject to nonidentical Rayleigh fading. In particular, assuming a spectrum sharing environment consists of one secondary user (SU) source,K SU relays, one SU destination, and one primary user (PU) receiver, closed-form expressions for the outage probability (OP), average symbol error probability (SEP), and ergodic capacity of the SU network are derived. The correctness of the proposed analysis is corroborated via Monte Carlo simulations and readily allows us to evaluate the impact of the key system parameters on the end-to-end performance. An asymptotic analysis is also carried out and reveals that the diversity gain is defined by the number of relays pertaining to the SU network (i.e., K), being therefore not affected by the interference power constraint of the PU network.