Significant evidence for a stochastic gravitational-wave background has recently been
reported by several Pulsar Timing Array observations. These studies have shown that, in addition
to astrophysical explanations based on supermassive black hole binaries (SMBHBs), cosmological
origins are considered equally important sources for these signals. To further explore these
cosmological sources, in this study, we discuss the anisotropies in the cosmological gravitational
wave background (CGWB) in a model-independent way. Taking the North American Nanohertz Observatory
for Gravitational Waves (NANOGrav) 15-year dataset as a benchmark, we estimate the angular power
spectra of the CGWB and their cross-correlations with cosmic microwave background (CMB)
fluctuations and weak gravitational lensing. We find that the NANOGrav 15-year data implies
suppressed Sachs-Wolf (SW) effects in the CGBW spectrum, leading to a marginally negative
cross-correlation with the CMB at large scales. This procedure is applicable to signals
introduced by different early universe processes and is potentially useful for identifying unique
features about anisotropies of CGWB from future space-based interferometers and
astrometric measurements.