The capacity and mutual information of amplify and forward (AF) cooperative multiple-input multiple-output (MIMO) systems with direct link are studied and analyzed in this article. Specifically, the capacities of space modulation techniques (SMTs)-AF and spatial multiplexing (SMX)-AF cooperative systems are derived, and the conditions under which the capacity is accomplished are discussed and interpreted. The impact of varying system and channel parameters on the capacity is studied and discussed. As well, the impact of the presence or the absence of the direct link on the capacity performance is discussed. It is revealed that the capacity can be attained if the distribution of both direct and cooperative links follow complex Gaussian distribution. The capacity of SMTs-AF systems is shown to be higher than that of SMX-AF counterparts. As well, the capacity of SMTs-AF is shown to be independent of the fading channel distribution as the channel is a source of spatial symbols in SMTs. Additionally, it is disclosed that the capacity performance is significantly enhanced in the presence of the direct link and adding more AF relays enhances the performance.