We examine the impact of multiple primary receivers on cognitive multiple-input multiple-output (MIMO) relay networks with underlay spectrum sharing. For such a network, we propose transmit antenna selection with receive maximal-ratio combining (TAS/MRC) as an interference-aware design to satisfy the power constraints in the primary and secondary networks. To demonstrate this, we derive new closed-form expressions for the exact and asymptotic outage probability with TAS/MRC and decode-and-forward (DF) relaying over independent Nakagami-m fading channels in the primary and secondary networks. Several important design insights are reached. We find that the TAS/MRC strategy achieves a full diversity gain when the transmit power in the secondary network is proportional to the peak interference power in the primary network. Furthermore, we highlight that the diversity-multiplexing tradeoff (DMT) of TAS/MRC is independent of the primary network and entirely dependent on the secondary network.