This paper investigates a three-node multiple-input multiple-output relay system suffering from co-channel interference (CCI) at the multi-antenna relay. Contrary to the conventional relay networks, we consider the scenario that the relay is an energy harvesting (EH) node and has no embedded energy supply. But it is equipped with a rechargeable battery such that it can harvest and accumulate the harvested energy from RF signals sent by the source and co-channel interferers to support its operation. Leveraging the inherent feature of the considered system, we develop a novel accumulate-then-forward (ATF) protocol to eliminate the harmful effect of CCI. In the proposed ATF scheme, at the beginning of each transmission block, the relay can choose either EH operation to harvest energy from source and CCI or information decoding (ID) operation to decode and forward source's information while suffering from CCI. Specifically, ID operation is activated only when the accumulated energy at the relay can support an outage-free transmission in the second hop. Otherwise, EH operation is invoked at the relay to harvest and accumulate energy. By modeling the finite-capacity battery of relay as a finite-state Markov Chain (MC), we derive a closed-form expression for the system throughput of the proposed ATF scheme over mixed Nakagami-m and Rayleigh fading channels. Numerical results validate our theoretical analysis, and show that the proposed ATF scheme with energy accumulation significantly outperforms the existing one without energy accumulation.