SummaryIn multichannel cognitive sensor networks, the sensor users which have limited energy budgets sense the spectrum to determine the activity of the primary user. If the spectrum is idle, the sensor user can access the licensed spectrum. However, during the spectrum sensing, no data transmits. For improving the network throughput and saving more energy consumption, we propose the simultaneous spectrum sensing and data transmission scheme where the sensor receiver decodes the received signal, and from the remaining signal, the status of the channel (idle/busy) is determined. We also consider that the sensor users are powered by a radio‐frequency (RF) energy harvester. In this case, energy harvesting, data transmission, and spectrum sensing are done simultaneously. On the other hand, we select the proper sensor users for spectrum sensing and energy harvesting. We also allocate the best channels for data transmission simultaneously so that the network throughput maximizes and the constraints on the energy consumption and the detection performance are satisfied for each band. We formulate the problem and model it as a coalition game in which sensors act as game players and decide to make coalitions. Each coalition selects one of the channels to sense and transmit data, while the necessary detection probability and false alarm probability and also the energy consumption constraints are satisfied. The utility function of a coalition is proposed based on the energy consumption, false alarm probability, detection probability, and the network throughput. This paper proposes an efficient algorithm to reach a Nash‐stable coalition structure. It is demonstrated that the proposed method maximizes the network throughput and reduces the energy consumption while it provides sufficient detection quality, in comparison to other existent methods.