In underlay cognitive radios, the primary-channel gain from a primary transmitter to a primary receiver (PU-Rx) and the cross-channel gain from a cognitive transmitter (SU-Tx) to the PU-Rx are crucial for the SU-Tx in controlling its transmit power when sharing spectrum with primary users (PUs). However, the non-cooperation between PUs and secondary users (SUs) makes it difficult for the SU-Tx to acquire the primary-channel and cross-channel gains, in particular when the channel reciprocity is not applicable. Most existing works focus on cross-channel gain estimation and are often based on the channel reciprocity. In this paper, we propose a scheme where the SU-Tx relays primary signals and transmits its own signals to the secondary receiverduring the phase of channel gain estimation. Then, an estimation method is developed, which enables the SU-Tx to acquire the primary-channel and cross-channel gains simultaneously . The performance of the proposed estimator is analyzed. Numerical simulations are provided to validate the theoretical analysis and demonstrate the superior performance of the proposed method compared with state-of-the-art methods.