Characterizing the physical properties of the stochastic gravitational waves background (SGWB) is a key step towards identifying the nature of its possible origin. We focus our analysis on SGWB anisotropies. The existence of a non-trivial primordial scalar-tensor-tensor (STT) correlation in the squeezed configuration may be inferred from the effect that a long wavelength scalar mode has on the gravitational wave power spectrum: an anisotropic contribution. Crucially, such contribution is correlated with temperature anisotropies in the cosmic microwave background (CMB). We show that, for inflationary models that generate suitably large STT non-Gaussianities, cross-correlating the CMB with the stochastic background of gravitational waves is a very effective probe of early universe physics. The resulting signal can be a smoking-gun for primordial SGWB anisotropies.