Cognitive radio technology, which allows secondary user (SU) to utilize the spectrum holes left by primary user (PU), was proposed to solve spectrum under-utilization problem. However, due to sensing error, SU's transmission will bring negative effects to PU's communication. Recently, cooperative relay technology was introduced to solve this problem. In this paper, a cooperative framework, which allows SU to act as a relay for primary link when needed, is considered and then a cognitive relay scheme is proposed. In order to maximize SU's throughput while keeping the system stable, we study and obtain SU's optimal strategy (i.e., relaying strategy and power allocation) by a constrained optimization problem. Since energy consumption is also an important problem for cognitive radio networks, we also investigate SU's optimal strategy to maximize SU's energy efficiency while keeping the system stable. The numerical results show that the cognitive relay scheme can achieve higher throughput and energy efficiency than reference schemes.