Cognitive radio, which will become a fundamental part of the Internet of Everything (IoE), has been identified as a promising solution for the spectrum scarcity. In a multi‐SU and multi‐PU cognitive radio network, selecting channels is a fundamental problem due to the channel competition among secondary users (SUs) and packet collision between SUs and primary users (PUs). In this paper, we adopt cooperative sensing method to avoid the packet collision between SUs and PUs and focus on how to collect the spectrum sensing data of SUs for cooperative sensing. In order to reduce the channel competition among SUs, we first consider the hybrid transmission model for single SU where a SU can opportunistically access both idle channels operating either the Overlay or the Underlay model and the busy channels by using the energy harvesting technology. Then we propose a competitive set based channel selection policy for multi‐SU where all SUs competing for data transmission or energy harvesting in the same channel will form a competitive set. Extensive simulations show that the proposed cooperative sensing method and the channel selection policy outperform previous solutions in terms of false alarm, average throughput, average waiting time, and energy harvesting efficiency of SUs.