Unmanned aerial vehicles have gained much popularity for applications which do not require human operator or are too dangerous for human operators. They operate on IEEE L-Band, IEEE S-Band and ISM band. However, with recent advances in technology, new wireless devices have been developed which also operate on these bands. Therefore, these bands have become overcrowded and unmanned aerial vehicles may face the problem of spectrum scarcity. Moreover, there are specific challenges associated with aeronautical communication links. Cognitive radio has emerged as a promising solution for solving the challenges caused by scarce spectrum. We focus on the integration of unmanned aerial vehicles with cognitive radio technology. Our main objective is to highlight and discuss some of the issues, challenges, and future research challenges associated with the integration of unmanned aerial vehicles and cognitive radio technology which occur as a result of the intrinsic characteristics of unmanned aerial vehicles or cognitive radio technology.