Features of the primordial density fluctuations power spectrum are theoretically extremely motivated from embeddings of inflation in high-energy physics, and detecting them would provide a unique insight into the physics of the early universe. To date, observational constraints and prospects for detection have concentrated on the CMB and Large Scale Structure surveys, butI will explain in this talk how the stochastic gravitational wave background (SGWB) offers a new way to probe primordial features on small scales. In particular, I will show how sharp and resonant features give rise to specific oscillatory patterns in the frequency profile of the SGWB, which can be detected by the upcoming generation of gravitational wave detectors like LISA.