We propose a novel algorithm to optimize the energy efficiency (EE) of OFDM-based cognitive opportunistic relaying links (CORL) under secondary users (SUs) incorrectly sensing the unlicensed spectrum. We formulate an optimization problem with imperfect sensing that satisfies a specified power budget for the secondary users (SUs), while restricting the interference to primary user (PU) in a statistical manner. Unlike all related works in the literature, we consider the effect of subcarrier transmission mode on the relaying links and we additionally consider the effect of limited sensing capabilities of the SUs. The optimization problem is nonconvex and it is transformed to an equivalent problem using the concept of fractional programming. With the aid of the fractional programming method, an EE-oriented power allocation policy with low complexity is proposed which adopts the bisection method to speed up the search of the optimum. Simulation results show that the EE deteriorates as the channel sensing error increases. Comparisons with relevant works from the literature show that the EE is slightly deteriorated if the SU does not account for spectrum sensing errors.