Achieving high quality of service (QOS) at the end‐users while maintaining the low interference power at the primary users is the main goal in underlay cognitive radio networks. This goal becomes a more difficult task in the designing of beamforming vectors where all channels state information (CSIs) in the secondary network, as well as the interference CSIs, are uncertain. This task is addressed in this study using an iterative optimization technique. In this technique, the original CSI problem, which is difficult to solve as a single optimization problem, is instead separated into two sub‐problems. The first subproblem is the interference power problem, which can be solved either sub‐optimally or optimally using Lagrange duality. The second sub‐problem is the QOS problem, which can be solved either sub‐optimally or robustly using non‐monotone spectral projected gradient method. The two sub‐problem solutions are then recombined into a single problem to extract beamforming vectors. Two methods are invoked to extract the beamforming vectors: either the successive convex approximation (SCA) method or the bisection search method. Theoretical analysis and simulation results indicate that the two methods can offer a tradeoff between better QOS (using bisection search method) or less computational complexity (using SCA method)