In this article, we consider the performance analysis of a decode-and-forward (DF) cooperative relaying (CR) scheme over channels impaired by bursty impulsive noise. Although, Middleton class-A model and Bernoulli-Gaussian model give good results to generate a sample distribution of impulsive noise, they fail in replicating the bursty behavior of impulsive noise, as encountered for instance within power substations. To deal with that, we adopt a two-state Markov-Gaussian process for the noise distribution. For this channel, we evaluate the bit error rate (BER) performance of direct transmission (DT) and a DF relaying scheme using M-ary phase shift keying (M-PSK) modulation in the presence of Rayleigh fading with a maximum a posteriori (MAP) receiver. From the obtained results, it is seen that the DF CR scheme in bursty impulsive noise channel still achieves the space diversity and performs significantly better than DT under the same power consumption. Moreover, the proposed MAP receiver attains the lower bound derived for DF CR scheme, and leads to large performance gains compared to the conventional receiving criteria which were optimized for additive white Gaussian noise (AWGN) channel and memoryless impulsive noise channel.