This paper is concerned with the analysis of exact symbol error probability (SEP) for cooperative diversity using amplify-and-forward (AF) relaying over independent and non-identical Nakagami-m fading channels. The mathematical formulations for Probability Density Function (pdf) and Moment Generating Function (MGF) of a cooperative link have been derived for calculating symbol error probability with well-known MGF based approach taking M-ary Phase Shift Keying (MPSK) signals as input. The numerical results obtained from this research have been compared with different fading conditions. It is observed that the existence of the diversity link in a relay network plays a dominating role in error performance.