In this paper, the joint optimization issue of the cooperative precoder design is investigated for the transmission from the cooperative multi-point system to one mobile terminal. Based on the mean squared error minimization criterion, the problem is established for the cooperative precoder design. Unfortunately, this problem cannot be solved due to the block diagonal structure of the whole precoding matrix resulting from the fact that there is no data exchange among multiple base stations. In order to tackle this difficulty, the original problem is converted into an equivalent problem by stacking all of the nonzero entries in the block diagonal matrix into a long column vector. With the equivalent problem, the optimum solution is obtained in a closed-form expression by using the Lagrangian multiplier method. Numerical simulations illustrate the effectiveness of the proposed scheme in terms of bit error rate and spectral efficiency.