In Cognitive Radio (CR) networks,cooperative communication has been recently regarded as a key technology for improving the spectral utilization efficiency and ensuring the Quality of Service (QoS) for Primary Users (PUs).In this paper,we propose a distributed joint relay selection and power allocation scheme for cooperative secondary transmission,taking both Instantaneous Channel State Information (I-CSI) and residual energy into consideration,where secondary source and destination may have different available spectrum.Specifically,we formulate the cognitive relay network as a restless bandit system,where the channel and energy state transition is characterized by the finite-state Markov chain.The proposed policy has indexability property that dramatically reduces the computation and implementation complexity.Analytical and simulation results demonstrate that our proposed scheme can efficiently enhance overall system reward,while guaranteeing a good tradeoff between achievable date rate and average network lifetime.