We formulate the design of energy efficiency maximization for a single secondary link in an underlay spectrum sharing cognitive radio network under an SU (secondary user) transmit-power constraint and an upperbound on the interference power at the PU (primary user). We propose energy efficient precoding (beamforming) for the SU transmitter to maximize energy efficiency defined as the transmission rate to power ratio, when the terminals in the system are equipped with multiple antennas. The underlying channels are assumed to be known at the SU transmitter. The nonlinear optimization (fractional programming) problem is transformed into a parametrized convex optimization problem and the corresponding solution is discussed. Computer simulation examples are provided to illustrate the proposed approach and to explore the trade-off between energy efficiency and spectrum efficiency.