In this letter, a cooperative underlay cognitive non-orthogonal multiple access (NOMA)-based coordinated direct and relay transmission is investigated. Specifically, exact closed-form expressions for the outage probabilities (OPs) of the primary and SNs are derived, based on which the respective asymptotic analysis are carried out. Our results show the superiority of the proposed system when compared with conventional cooperative schemes. Also, it is shown that there exists an optimal point where the transmit powers of the primary and STs can be set in order to ensure a good performance for both networks.