A novel multiuser multiple-input multiple-output (MU-MIMO) cognitive radio (CR) system with an improved received signal-to-interference-noise ratio (SINR) and enhanced primary user (PU) interference suppression is proposed for systems with the independent parallel streams of CR multiusers communication. In the overlay CR system with a licensed PU and unlicensed CR users (CUs), the performance of PU tends to be degraded by the interference of CU. Likewise, the transmission efficiency of CU tends to be reduced by the interference of PU. In conventional MU-MIMO systems, precoding techniques are mainly designed to constrain the CU transmitted power, which can prevent interference to PU. However, the transmitted signal of PU unavoidably induces some interference to CUs. In performance studies of the conventional CR systems, the signals of PU interference are regarded as white noise. In the paper, a cooperative MU-MIMO CR relay technique is proposed to improve the quality of the CR transceiver via the relay station canceling the PU interference in two time slots. Specifically, the relay station applies MU-MIMO precoding scheme to carry multiple negative PU signals to CUs for canceling PU interference and to acquire an improved received SINR. Furthermore, the proposed MU-MIMO CR relay system is simulated to confirm the performance being better than a conventional CR system. Besides, the sum rate linear growth of the proposed system is due to its robustness against strong interference from the PU, against interference from multiple CUs, and against stream interference.