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In this paper, we propose a new multi-antennas hierarchical cognitive radio, in which a primary system (PS) not only shares the spectrum resources with a secondary system (SS), but also harvests energy from the SS, achieving a new simultaneous wireless information and power transfer paradigm. Specifically, the secondary transmitter (ST) can help relay PS’s signals via an amplify-and-forward protocol, and a power splitting energy harvesting device is additionally adopted at the primary receiver (PR). A cooperative strategy is proposed for maximizing the achievable rate of the SS while ensuring PS’s achievable rate and PR’s harvested energy, by jointly optimizing a precoder at the primary transmitter, two precoders at the ST (for the PS and SS, respectively), an equalizer at the secondary receiver, and a power splitting factor for the PR. Since the optimization problem is complicated and non-convex, we propose an alternating optimization approach to decompose the original problem into three subproblems, which can finally be formulated as semi-definite programming, difference of convex, and generalized eigenvalue problems. The closed-form solutions are, then, tractably derived. The numerical results are carried out to demonstrate the effectiveness of the proposed design.