In this letter, cooperative multicast in cognitive relay systems is investigated, where multiple multi-antenna relay nodes help forward the transmitted message from different sources to the corresponding destinations. Our objective is to maximize the global transmission rate scaling factor by cooperatively optimizing the forwarding matrix for each relay node. To solve the problem effectively, we first prove that the optimal forwarding matrix at each relay node is the combination of a multi-stream matched-filter receiver and a multi-stream adaptive beamformer, and then demonstrate that the beamformer design problem can be further transformed into the cognitive multi-group multicast beamforming problem. Finally, a bisection-based algorithm is proposed to find the optimal beamforming vector. Compared to the existing cooperative multicast schemes, the proposed scheme can achieve higher transmission rate and provide better protection for primary nodes.Index Terms-Bisection-based algorithm, cognitive relay system, cooperative multicast, multi-group multicast beamforming.