Orthogonal frequency-division multiplexing with index modulation (OFDM-IM) has become a high-profile modulation scheme for the fifth generation (5G) wireless communications, and thus been extended to multi-hop scenarios in order to improve the network coverage and energy efficiency. However, the extension of OFDM-IM to multi-relay cooperative networks is not trivial, since it is required that a complete OFDM block should be received and decoded as an entity in one node. This requirement prevents the employment of multiple relays to forward fragmented OFDM blocks on individual subcarriers. In this regard, we propose a distributed processing scheme for multirelay assisted OFDM-IM, by which multiple relays are selected to forward signals in a per-subcarrier manner to provide optimal error performance for two-hop decode-and-forward (DF) OFDMIM systems. Specifically, a single selected relay only needs to decode partial information carried on certain active subcarriers and forward just as for traditional OFDM systems without IM. After receiving all signals on active subcarriers forwarded by different relays, the destination can reconstruct the complete OFDM block and retrieve the full information. We analyze the average block error rate (BLER) and modulation capacity of the two-hop OFDM-IM system employing the proposed distributed DF protocol and verify the analysis by numerical simulations.