In this letter, we propose a novel three-node cooperative non-orthogonal multiple access (C-NOMA) system based on orthogonal frequency division multiplexing with index modulation (OFDM-IM), which is termed CIM-OFDM-NOMA. In the proposed scheme, the messages for two users are conveyed by two different information-bearing units of OFDM-IM, i.e., M-ary signal constellations and the indices of the activated subcarriers, respectively. Furthermore, we consider two different detectors for the cell-edge user, i.e., the maximum likelihood (ML) detector and the low-complexity greedy detector. Based on the ML detector, asymptotically tight bounds on the bit error rate of two users are derived in closed-form. Finally, simulation results verify the theoretical analysis and show that the proposed scheme outperforms the conventional C-NOMA and non-cooperative NOMA with OFDM-IM (IM-NOMA) significantly.