In this paper, we studied the method that improves the downlink performance of cellular relay system in multiple-cell environment by using cognitive radio. When relay stations in the network have spectrum agility, they can establish downlink channels which are orthogonal to downlink of base station. In this way, interference between base station and relay station can be reduced and spectral resource can be utilized more efficiently as well. To investigate the performance gain with spectrum agility, we quantify channel usage of the incumbent systems by i.i.d ON/OFF model and evaluate the normalized system capacity of spectrum-agile cellular relay network. The result of this paper shows that the spectrum-agile cellular relay network relieves other-cell interference and thus the system capacity is improved.