In this letter, the performance of differential modulation in simultaneous wireless information and power transfer (SWIPT) cooperative amplify-and-forward (AF) networks is investigated. In particular, we derive novel closed-form expressions for the probability density function (pdf) of the end-to-end signal-to-noise ratio (SNR) and the average bit error rate (ABER) of the considered SWIPT cooperative scenario. Based on the derived results, we analyze the impact of the underlying system parameters on the system performance. Numerical results show that the optimum location of the relay terminal is closer to the source than to the destination. Moreover, it is demonstrated that the value of the power splitting (PS) ratio at the relay significantly impacts the system performance. The results of Monte Carlo simulations are provided to corroborate the analysis.