Gravitational Waves (GWs) have become one of the most powerful tools to explore our universe from its early epoch until nowadays, thanks to their freely propagating nature. After the GW detections from resolved sources by the LIGO/Virgo collaboration the next target of present and future ground and space-based interferometers is the detection of the stochastic background of GW (SGWB), both astrophysical or cosmological. General Relativity provides us with an extremely powerful and for free tool to extract astrophysical and cosmological information from the SGWB: the cross-correlation with other cosmological tracers, since their anisotropies share a common origin and the same perturbed geodesics. In this talk I will present some recent results about the study of the cross-correlation of the cosmological and astrophysical SGWBs with Cosmic Microwave Background (CMB) anisotropies, showing that future GW detectors, such as LISA or BBO, have the ability to measure such cross-correlation signals. I will also present a new tool in this context which can be used to reconstruct the expected SGWB maps starting from high resolution real Planck CMB maps.