Cooperative communication is regarded as a key technology in wireless networks, including cognitive radio networks (CRNs), which increases the diversity order of the signal to combat the unfavorable effects of the fading channels, by allowing distributed terminals to collaborate through sophisticated signal processing. Underlay CRNs have strict interference constraints towards the secondary users (SUs) active in the frequency band of the primary users (PUs), which limits their transmit power and their coverage area. Relay selection offers a potential solution to the challenges faced by underlay networks, by selecting either single best relay or a subset of potential relay set under different design requirements and assumptions. The best relay selection schemes proposed in the literature for amplify-and-forward (AF) based underlay cognitive relay networks have been very well studied in terms of outage probability (OP) and bit error rate (BER), which is deficient in multiple relay selection schemes. The novelty of this work is to study the outage behavior of multiple relay selection in the underlay CRN and derive the closed-form expressions for the OP and BER through cumulative distribution function (CDF) of the SNR received at the destination. The effectiveness of relay subset selection is shown through simulation results.