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Since the radio access of secondary users is typically confined to ensure sufficient operation for primary users in underlay cognitive radio networks (CRNs), the inevitably induced latency and interference pose new challenges on existing routing schemes for Quality-of-Service (QoS) provisioning. Due to stringent accessing and interference constraints, secondary users appeal to exploit multi-path routing based on multi-hop relaying protocol to support QoS requirements. Via our model, we derive the end-to-end delay statistics including medium access and retransmission delay, where we successfully relate path diversity to end-to-end reliability and optimize the delivery delay by adjusting transmission power. We analyze the performance of the duplication-based and coding-aided multi-path routing schemes, where opportunistic transmission is employed to improve the delivery delay due to channel awareness, and encoding packets on multiple paths further achieves throughput efficiency. This paper firstly presents insights and performance analysis to facilitate multi-path routing with QoS provisioning in underlay CRN.