In this paper, we propose a power allocation strategy for the adaptive orthogonal frequency-division multiplexing (OFDM) index modulation (IM) in cooperative networks. The allocation strategy is based on the Karush-Kuhn-Tucker (KKT) conditions, and aims at maximizing the average network capacity according to the instantaneous channel state information (CSI). As the transmit power at source and relay is constrained separately, we can thus formulate an optimization problem by allocating power to active subcarriers. Compared to the conventional uniform power allocation strategy, the proposed dynamic strategy can lead to a higher average network capacity, especially in the low signal-to-noise ratio (SNR) region. The analysis is also verified by numerical results produced by Monte Carlo simulations. By applying the proposed power allocation strategy, the efficiency of adaptive OFDM IM can be enhanced in practice, which paves the way for its implementation in the future, especially for cell-edge communications.