To improve the performance of cognitive spectrum‐sharing systems and to reduce the implementation complexity of multiple antenna systems, a cognitive multiple‐input multiple‐output (MIMO) amplify‐and‐forward relay cooperation (C‐MIMO AF‐RC) multiuser system is considered over Nakagami‐m fading channels by integrating maximum ratio transmission (MRT), multiuser selection (MUS) and receive antenna selection (RAS) techniques. In the C‐MIMO AF‐RC multiuser systems, all secondary users (SUs) are equipped with multiple antennas while the primary users (PUs), single antenna. The interested cognitive systems are investigated under the case where the systems have perfect or imperfect channel state information (CSI) of both the SUs–SUs and SUs–PUs links so that the effect of outdated CSI can be achieved. Specially, we first obtain the exact closed‐form expressions of the cumulative distribution function of end‐to‐end signal‐to‐noise ratio. Secondly, we perform a comprehensive comparison investigation on outage probability and ergodic capacity. Specially, based on moment generating function, the exact closed‐form expression of ergodic capacity is achieved. Finally, to highlight the insight of the effect of key system parameters, the high signal‐to‐noise ratio asymptotic analysis of outage probability is performed as well as diversity and coding gains, by considering the two cases where the systems have perfect or imperfect CSI of both the SUs–SUs and SUs–PUs links. The derivations clearly show that the CSI concerning SUs–PUs links only affects the coding gain, but not the diversity order. However, the CSI concerning the SUs–SUs links plays a key role on the achievable diversity order. In particular, when the CSI of SUs–SUs links is perfect, the C‐MIMO AF‐RC multiuser systems achieve the full diversity including not only MRT diversity but also MUS and RAS diversities. In contrast, when the CSI concerning secondary links is outdated, the MUS and RAS diversities disappear, and the MUS and RAS only improve coding gain. The remaining diversity is achieved through MRT.