This work studies the problem of channel direction information (CDI) probing for multi-antenna cognitive radio system. The CDI of the channel from the secondary transmitter (ST) to primary receiver (PR) is elementary information in designing the beamforming at the ST for mitigating the interference to the PR. However, lacking the explicit cooperation between primary and secondary systems, the CDI has to be acquired by probing at the ST, which is challenging. To solve this, we consider the line of sight (LoS) channel between the ST and the PR, and propose one CDI probing scheme for the ST. Specifically, the ST sends two types of probing signals by beamforming towards an interested region where both the secondary receiver (SR) and the PR are located and then actively learns the hidden feedback information from the primary system to acquire the CDI. The proposed scheme has a closed-form solution, and avoids the iteration between the probing and acquisition, which is desirable for practical system. Moreover, we show that the proposed probing scheme can be extended for primary systems working under multi-access channel and broadcasting channel. Simulation results demonstrate that the proposed scheme can improve the accuracy of the acquired CDI at the ST in cognitive ratio system remarkably.