This paper deals with a joint relay selection and spectrum sensing problem for multi-relay Cognitive Radio Networks. The aim is to determine optimum relays to achieve sufficient performances of both cooperative transmission and spectrum sensing for the secondary network, while ensuring the quality of service of primary user. In the first stage, best relay selection method investigated for cooperative transmission and cooperative spectrum sensing in Cognitive Radio Networks. Thereafter, a multiple relay selection method proposed to improve the performance of the system. This jointly optimized method is capable of selecting "multiple best" relays for transmission as well as spectrum sensing. The proposed method provides cooperative communication and cooperative spectrum sensing performed at the same multiple terminals. As such, individually selected best relays for transmission and for spectrum sensing may be used cooperatively. Simulation results are given to demonstrate that our proposed optimum relay selection method provides beneficial performances for both transmission and spectrum sensing in Cognitive Radio Networks.